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The Stock Market Trend is Still Strong According to Kelly Leverage

Posted by Michael Harris on June 3, 2015

Optimal leverage for continuous rebalancing of a passive SPY tracking strategy is still above its longer-term mean and far from trend reversal trigger levels . . .

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Michael Harris

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

The Stock Market Trend is Still Strong According to Kelly Leverage

Michael Harris

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The Stock Market Trend is Still Strong According to Kelly Leverage

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Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice

Categories