[Barry Smith]

Since this strategy has been changed to accommodate monthly hedging, I believe the historical backtesting should be done with this hedging so that we can see what the returns have been in a historical manner to judge possible future retuns and variation.

[Barry Smith]

Treasuries (TLT) are being used as the hedge for MAY. They were also available in prior months in the portfolio but were not used during the “black swam” event for this strategy. I find this to be a very strange occurrence, as the Bond strategy should be a somewhat “safe haven” low risk strategy for the long term. I got hit pretty hard during the past period. Since it has followed an “old” method without adequate hedging this should have been acknowledged to subscribers who are depending on this as a low risk bond strategy. I do like logical invest and I do like their approach, but this is a bad one.

[Barry Smith]

I guess I am very good at picking black swans. Of al of the strategies available, I was partially in Maximum yield when it went to h-ll, and significantly in the Bond Rotation when it went to h-ll.

[Barry Smith]

I guess my assumption was that the strategy was hedged by using TLT and Tips to hedge the more volatile bond funds like JNK and PCY.

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