Quad 3! And 4 is emerging!

RISK OFF!

Bad news, Quad 3 in full swing + Quad 4 exposures emerging. Volatility is trending!

ETF Portfolio goes to 100% BIL 0.00%↑

Subtract the performance from today about -1.2% (will update the ETF Portfolio next week, so you can see the capital curve!).

I shortly lifted my hedges; they are back on! (50% QQQ / 50% IWM, altogether 40% of portfolio is short!). The lift cost me about 1% in hedging profits. Happens!

What is good: the tape gets clearer now with Quad 4 exposures are emerging, today’s tape for Quad 4 exposures:

This is a character change, Quad 4 Exposures have been weak all the way, they get a bid now.

Have a look at the SVIX 0.00%↑: remember SPY 0.00%↑ is down 0.5% while I am writing, SVIX down > -10%. Vola is back!

Strategies:

• Small cap value momentum: Fully hedged

• CANSLIM, breakout trading: Cash

• Quad 4 exposures Gold and TLT: waiting for a clear Quad 4!

• ETF Portfolio: 100% BIL 0.00%↑

Week by week!

All the best and best regards.

Andreas

The information on from Andreas Himmelreich / QuantStrike and this video / blog is for information and discussion purposes only. It does not constitute a recommendation to purchase or sell any financial instruments or other products. Investment decisions should not be made with this video / blog, and one should consider the investment objectives or financial situation of any person or institution.

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The information from Andreas Himmelreich / QuantStrike and this video / blog is based on generally available and paid information and, although obtained from sources believed to be reliable, its accuracy and completeness cannot be assured, and such information may be incomplete or condensed. All performance results are hypothetical and the result of back testing only. Out-of-sample performance may be different. No claim is made about future performance.

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