Combo-MF Position Sizing

[pdp-brugge]

Lisa,

Thanks for the reply. Indeed, UCC looks better in terms of composition. I will use UCC for my back-tests.
I hope to report my progress soon.

PdP

[pdp-brugge]

UCC is not so good to trade. Certain days, there is no volume at all. I think that the quotes for UCC that I get from Reuters (I use MetaStock EOD) are not reliable for UCC.
For the XLY model, I will use the single ETF XLY for my back tests.