Mathematically, if you have a certain long-only strategy (e.g.
KISS) that beats buy-and-hold on a certain instrument over a
specified period (say X% vs. Y% for a certain year), then by going
short the instrument (not long the inverse ETF) instead of going to
cash, you increase your return to 2X-Y%. Works very nicely for QQQ
for example. Should work even better with the high-performance
version, without even trying to optimize the short entry (as long
as they consistently trash buy-and-hold).
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(lurker observation here ..) Mathematically, if
60 Stochastic embedded over 80% system
Posted by momo11 on 19th of Mar 2024 at 05:49 am
(lurker observation here ..)
Mathematically, if you have a certain long-only strategy (e.g. KISS) that beats buy-and-hold on a certain instrument over a specified period (say X% vs. Y% for a certain year), then by going short the instrument (not long the inverse ETF) instead of going to cash, you increase your return to 2X-Y%. Works very nicely for QQQ for example. Should work even better with the high-performance version, without even trying to optimize the short entry (as long as they consistently trash buy-and-hold).