Hmm, bad bad idea to close UUP and DZZ, otherwise it’d be a glorious day today. Anyway, the portfolio still holds well, not much damage down. But without a prolonged trend this portfolio won’t make any money despite being hedged well because the core of the system is simply trend following.
The system will try to short Russell 2000 tomorrow. Set TZA buy stop at $30.20, stop loss around $24.80.
The system will try to long oil tomorrow. Set UCO buy stop at $43.27, stop loss around $37.47.
The system will try to long bond tomorrow. Set TMF buy stop at $68.51, stop loss around $60.14.
