Replies to post #5489 on Profunds index and sector trading (PRO)

[was Steve]

market has now closed above its 3 pm print the last 17 days.

[positiontrader]

Warp,

But I suspect that it would do even better if you split out that strategy to have "Bull" and "Bear" market rules.

For example, during a Bear market, you could set the long trigger at 1.4, go long 50%, then go long another 50% should 1.5 be achieved. Go 100% short under TRIN 1.1 in a Bear market. When TRIN is between 1.1 and 1.4, then use a 50% baseline short position as the prevailing trend is down.

For Bull Markets, do something similar to the above.




This is a very good suggestion to split things out into the above.

It would be interesting for someone that has the data handy to run.

Thanks

Marc