Forum Replies Created
- Posts
Hi, given a raising interest rate environment in the future – is it possible to publish a backtest of the Nasdaq Strategy by excluding TMF. The reason for my questions is in the past 20 – 25 years we have been in a falling interest rate environment and now we might have seen the bottom? – Will this change the way we use TLT/TMF. Same question for UIX 3X strategy – I am concerned about how TMF has completely negated the gains in SPXL from middle of the year…
Granted TMF may bounce but the question is will it trend down over the long run in the future…Thank You
-NikeshHi,
I subscribe and invest in the UIS-3X model…
Since this is a 3X ETF and very fast moving in both directions, Have you tried rebalancing weekly? If so, have you found any benefit? Also, Is there any time when both SPXL and TMF might not be the right choice and will the model go to Cash in those times?Thank You
-NikeshWill using a MA crossover as a cash filter help this strategy? Is there any reason not to do this? Will Using a filter for going to cash diminish the returns significantly? I would imagine it would certainly decrease drawdowns. Your thoughts are greatly appreciated.
Thanks You.
-NikeshJust to expand on my question above. I see the back test is from 2009 during a period when QQQ was clearly out performing SPY. I was wanting your take on how the strategy would have behaved during 2000 to 2003 when QQQ was underperforming SPY and also during 2003 to 2009 when it was pretty much flat compared to S&P.
How do we protect during bear markets in this strategy – will it continue suggesting to buy the 4 top NASDAQ 100 stocks? Or will the strategy just suggest TLT/TMF only? My concern is continuing to buy NASDAQ stocks during a bear market will produce a significant drawdown..
Thank You for all the great information on the site…
Nikesh
