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Thread: Auto-Pilot Disengaged – August 8, 2011

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  1. #1
    Join Date
    Dec 1969
    Location
    Long Island, New York
    Posts
    515

    Neutral settings

    Billy, Pascal,

    Do I understand correctly that in the future the Robot will have occasional cash positions?

    Tim

  2. #2
    Join Date
    Dec 1969
    Location
    Brussels, Belgium
    Posts
    1,999
    Quote Originally Posted by Timothy Clontz View Post
    Billy, Pascal,

    Do I understand correctly that in the future the Robot will have occasional cash positions?

    Tim
    Yes Tim,
    This could be a possible new rule at times. We'll know after full backtesting of new suggested rules have been done.
    Billy

  3. #3
    Join Date
    Dec 1969
    Location
    Long Island, New York
    Posts
    515

    Thanks

    I've alo been considering a cash option for my sector selections. In my own backtesting the long sector outperforms the short sector (on average) even during drastic market moves. A long XLK hedged against a short XLE would have continued to make money even after being stopped out.

    I'll work on my own ruleset to incorporate those kinds of conditions for the sector test. My own "neutral" setting may simply be hedged instead of in cash.

    In such a condition a stop loss may only stop out half of the position and enter a stop limit entry point for the hedge.

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