Post #334 by FlyingCircus on the US Policy board

Halls of Shrewd'm / US Policy ❤

Unthreaded | Threaded | Whole Thread (2)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 3

I generally use a GTAA-4 system (traded at end/beginning of month, buy top 4 asset classes, sell any that have dropped out by EOM) for my equity allocation. For some time I have had this crazy idea to short the lowest ranked asset class out of the 13 I follow. At the moment it's Real Estate (VNQ index).

Portviz doesn't do or even allow negative factors and "selling".

The lowest ranked asset class is usually well below its MA and is in various levels of downtrend. But... worth shorting? We know how these things turn on a dime. Tough to backtest.

Crazy?

FC

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (2)

Prev | Next

Announcements

US Policy FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.