This sums it up —>
7% up without the dollar, 13.6% in Euro terms YTD, long short only game left in town. QuantStrike ETF Portfolio up 2.65%, IWM down -5,9% Out of sample. Good start :-)
QuantStrike ETF Portfolio:
If you have implemented the model, please do rebalance on Monday, so all exposures should have around 16%, not more or less. Otherwise, SARK will get bigger and bigger and in a rally, it will offset you longs.
Still a tough weak, in my heart I am a bull, so not nice to see that kind of market action. But it is like it is. And: the lower we go, the bigger the chances we will get when this is over. But that might take some time. Be patient!
Disclaimer: For educational purpose only. Not investment advice. Seek professional advice from a financial advisor before making any investing decisions.