A.I.M. Users Bulletin Board

[steveg_123]

Thanks for the quick reply - sage point for AIMing.

I should have been clearer - I was thinking for the 'ladder' approach, at least for a certain percentage of investment funds; two opposed/inverse ETFs or funds should give rise to volatility capture within defined ranges and timeframe, then restart the respective ladders?

Given the daily compound effect, the movement is not equal overtime (6 mo to 1 year) and this may enable skewed capture?

Appreciate any insight.... been toying with the idea, but haven't pulled the trigger.

Steve