Automated Full Portfolio Back-Test V3

This is the third iteration of my fully automated total portfolio strategy, which I’ve actually deployed and has been performing quite well since launch. It’s very similar to my old strategy, however, this iteration has been geared toward reducing drawdown even further. Specifically, I’ve incorporated the 2% stop-loss for my short volatility positions and then…

We are all at a wonderful ball where the champagne sparkles in every glass and soft laughter falls upon the summer air. We know, by the rules, that at some moment the Black Horsemen will come shattering through the great terrace doors, wreaking vengeance and scattering the survivors. Those who leave early are saved, but the ball is so splendid no one wants to leave while there is still time, so that everyone keeps asking “What time is it? What time is it?” but none of the clocks have any hands.

– Adam Smith, Supermoney