Profunds index and sector trading

[Namiar]

so once in a trend, how do you get above 40%. i remember you were at 100-120% late last year.

I explained my rules a couple time I think. But in short, my model is a "scalp" model at heart. It will enter scalp model during periods of oversold conditions. Historically, the scalp model will be long on about 35% of all trading days, and during scalps, I can get to 200% long.

In an effort to spice up my returns, I looked for a methodology that would be profitable during the 65% of the trading days that my model sat in cash. It is these 65% of the days where my model is in "trending mode". During the trending mode, I limit myself to 40% maximum position.

Edit: a couple minutes left, looks like I will go to cash.