March 8, 2010 - What About a Hedged Sector Momentum Strategy?
http://www.cxoadvisory.com –
"Have you considered hedging an equal-weighted portfolio of the top three sector ETFs based on six-month momentum with a short position in the S&P 500 Index (via ProShares Short S&P500 - SH)? By adding a short position in the broad index, volatility and drawdowns could decrease."
Read the full story...
Category: General Market Tags:
Navigation
Tag Cloud
Popular Today
- 6Wednesday 7atSeven: quiet complacency
- 6Quick Tidbit
- 5Guesstimates on February 9, 2012
- 4Wednesday links: dormant ideas
- 4Stocks Close in the Green Again; Uptrend continues
- 3Positive Earnings Reactions Continue To Outpace Negative Reactions
- 1Hussman on Recession Probabilities
- 1Inflation or Deflation? Which One Is It?