ikoskela2

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Viewing 6 posts - 1 through 6 (of 6 total)
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  • in reply to: UIS 3x Leveraged – Black Swan event planning #78105
    ikoskela2
    Participant

    Well, these past few weeks are about as Black Swan as you can get. It did not perform well at all. I’m using SPXL and #CASH as the equities and TMF and UUP as the Hedge. Not sure why it didn’t go to #CASH. It’s still sitting at 40/60 SPXL/TMF. Fortunately, my strategy of strategies removed it at month end. Also, fortunately, I am still evaluating Logical Invest and wasn’t trading it with actual money.

    in reply to: Sortino ratio vs Sharpe ratio #77780
    ikoskela2
    Participant

    Great to know. thank you

    in reply to: UIS 3x Leveraged – Black Swan event planning #77767
    ikoskela2
    Participant

    My modified UIS 3x Leveraged strategy trades weekly. This could help in a black swan situation. I also trade it within a larger strategy of strategies that itself only allows a single strategy to be 60%; so at most SPXL is going to be 36% of my portfolio.

    in reply to: Morpheus #77756
    ikoskela2
    Participant

    Thanks, yeah I tried doing so before I posted my question. The challenge is I couldn’t replicate the results that were indicated on the blog post, even if I changed the dates back to the time of the blog post itself. I’m getting nowhere near good results so I must be missing something if everyone else sees good performance from it.

    in reply to: Two Suggestions #77751
    ikoskela2
    Participant

    +1 on forum search

    in reply to: Sub-strategies with different rebalancing periods #77748
    ikoskela2
    Participant

    Thanks. Your post sent me down the right path. I appreciate it!

Viewing 6 posts - 1 through 6 (of 6 total)