Quote Originally Posted by brrim View Post
Mike; Does this model ever go short? If it does what are the criteria?
Thank you.
Best regards,
Robert
Robert,

The model does not go short currently. There is some thinking to take it in that direction. If it did go short you might be amazed to see that it would sometimes be long and short at the same time. Often the best time to short is when the market is topping and you are still long in some positions.