Differences between Hedge3x and Hedge

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    I would be interested in hearing how subscribers are adapting their portfolios in light of the new hedging strategies, particularly their allocations to MYRS, UIS3x and Nasdaq since they use hedge3x. If I understand the parameters of these updated leveraged strategies correctly, it looks like there is the potential for the new MYRS and Nasdaq 100 to be 100% in UGLD.  (hedge3x max allocation 100% and UGLD max allocation within hedge3x 100%) UIS3x hedge3x is max 80%.

    Since 2012 UGLD has maintained only a small allocation in these strategies, but that’s not a very long lookback and only in a low volatility bull market.  The regular hedge strategy has a very different structure and not just because it is unleveraged.   It uses currencies and maintains a minimum allocation of 20% to TLT, if I am understanding the QT parameters correctly.  My concern is that the new strategies probably look very different prior to 2012 and may in fact diverge sharply from the unleveraged strategies in a bear market.  I want to know how hedge and hedge3x would have performed within these strategies outside of this bull market.

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