TMV stopped out with huge losses. Since I’m determined to strictly follow the rules this time, so I’ll sit there waiting either for all the nice profits going to zero or something even more wonderful happens. In the real trading life, I’m sure I’d do something now, enough is enough, don’t get too greedy. But again, this is a research project, so let’s just let the system run for itself, shallllllll weeee? (You heard my voice trembling? 
)
Hi Cobra,
“Bond is up and dollar is up.” – This is very strange because I always thought that they had an inverse relationship, no matter what. Having the best house in the bad neighborhood is causing it, but what will happen next? My guess is that bond crashes at some point – could be weeks or months.
Hi Cobra,
How long do you think this research project will take?
It’ll take forever. Because I’m not supposed to offer any investment advice. So it has to be either “research project” or “mechanical signals” or what I would do in this particular situation…
Where do I find the rules the for the Portfolio?
Good question. I think I’d better list all the rules below the table. There’re some already listed but some I just removed because I kept adjusting the rules. Thanks.