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hafnium

Member
25
Posts: 43

Joined: 10/11/2012
Location: Vienna, VA

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Subject : RE: ATM: First Impressions
Posted : 1/22/2018 7:17 AM
Post #36969 - In reply to #36966
Steve

The answer to your question about why/how the ATM curves avoid the big drawdowns is fairly obvious. The same 3 RTM strategies are being used in the Bear and the Default Market States. Same Equity Allocation (10%). What is different between Bear/Default modes is the Long/Short Balancing. In the Default mode the balance is 10 Longs / 0 Shorts. In the Bear Mode its 2 Longs / 5 Shorts. By the way, the trending strategies only fire in the Raging Bull mkt.

[Edited by hafnium on 1/22/2018 7:19 AM]

Deleting message 36969 : RE: ATM: First Impressions


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