the system would perform just fine under the leveraged ETF's but
the signals will still only be generated from the SPY. It
will be up to the individual user to decide whether or not they
would like to trade the leveaged ETF's. The average hold
period is around 8 days.
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the system would perform just
Mechanichal systems
Posted by rank10 on 21st of Oct 2010 at 06:22 pm
the system would perform just fine under the leveraged ETF's but the signals will still only be generated from the SPY. It will be up to the individual user to decide whether or not they would like to trade the leveaged ETF's. The average hold period is around 8 days.