Went Long on the S&P 500

The short position was quite profitable, but now my system is seeing higher chances of an upside move. Accordingly, I reversed my position from short to long at the today’s close. Still using leverage of 1.5 – this only changes when volatility picks up significantly.

Comments

  1. winie says:

    Is the signal generated by your original ARMA/GARCH strategy?

    1. ivannp says:

      Nope, this is a much smoother strategy with less trading. The ARMA indicator status for the SPY is on the S&P 500 page.

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