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Elliott's avatar

Great system with impressive results...thanks! Have you analyzed results using a moderately leveraged product like SSO? Kinda curious...cheers.

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Harry Dunn's avatar

yes I have, as well as going short in Flat times...the give back during churn time-periods or whip-saw chop, are small cuts that hurt the numbers....obviously when you catch a good year, it more than makes up for it...So for now I just have it as 1x1, no leverage system...doesn't mean when we get in a low Vol, bullish uptrend system likes I won't call that out on a Discretionary basis....

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