Hello Razor,
Thanks for your work and your opinion on SPY and RYTNX. I resumed AIMing on Friday the 28th. After much thought, the IW in the average range, I decided on a 48/52 split on my money in RYTNX. I set the buy Safe at 10% and the sell safe at 0%. I've done several different studies on my own with my PCA program some of which I have mentioned. The killer with RYTNX is quite simply not to run out of cash too soon. Any control help on the cash side of the equation really cuts the losses and turns them into gains if done during a IW high risk period. Building cash with this volatile issue is a good thing indeed. The next time we enter a high risk period after a nice run up, I'll evaluate my cash position,, and pull a "Flameout" which is reducing Portfolio Control and adding to my cash position. I believe crossing into high risk should demand at least a 60% cash position. I look to add 10% or more to the cash position when we reach that point. 70% or more allows for large corrections. In my work enough cash turns a -65% loss into a 7 to 12% gain. I consider the recent bear extreme, but make no mistake he will return. Reducing the PC while way ahead by 10% or so will also drive the breakeven way down,, almost to unreachable levels. Firebird
