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ls7550

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ls7550

Re: The Grabber post# 41034

Friday, 07/29/2016 5:08:10 PM

Friday, July 29, 2016 5:08:10 PM

Post# of 47273

Maybe Buy some of one, wait for it to up 'x' %, sell it and buy the other with the proceeds....Repeat


That's the idea. these two for instance are broadly similar (switch the chart to log scale for a better indication of the deviations) but one has greater interim volatility than the other. Even relatively simple 'timing' (rotation) added around 3% to annualised rewards since 2011 with around 6 rotations (monthly reviews). Somewhat like a arbitrage play - expected longer term similar reward, trade/rotate in the interim to sell one, buy the other.

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