Flo S

[Flo S @Flo_S_85]

@PKycek Looks interesting. Could you please post a longer backtest?

[Flo S @Flo_S_85]

@Quant_Kurtis What would be your hedge of choice?

[Flo S @Flo_S_85]

@fjpenney Strong start of the year. Like a momentum rotation ?

[Flo S @Flo_S_85]

@TradeQuantiX Long Vola?

[Flo S @Flo_S_85]

@SystematicPeter Thanks for sharing. Is this like a short momentum model?

[Flo S @Flo_S_85]

@UnForgeron Holy moly. Nice job

[Flo S @Flo_S_85]

@TradeQuantiX Nice. How does it look pre 2011?

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[Flo S @Flo_S_85]

@TradeQuantiX What happenes when your Vix Theeshold is more adaptive? Like a 3 month high vs a fixed value ?

[Flo S @Flo_S_85]

@JoachimMo1985 Great job. What was your key learning?

[Flo S @Flo_S_85]

@JoachimMo1985 Air BnB works fine

[Flo S @Flo_S_85]

@JoachimMo1985 Holy moly. Congrats

[Flo S @Flo_S_85]

@JoachimMo1985 Where is the desire to change coming from? Does it behave different than expected?

[Flo S @Flo_S_85]

@UnForgeron Got it. That makes sense. Thanks for explaining

[Flo S @Flo_S_85]

@UnForgeron It means that you have two momentum criteria: top 10 by momentum and momentum must be greater than 0. If your momentum is less than 0 you cannot buy the stock even if it is in your top 10 momentum. This leads to periods with a flat equity curve. Similar than your curves here

[Flo S @Flo_S_85]

@Quant_Kurtis @qualisvalue @yuvaltaylor Could you please send a link to your video? Thanks

[Flo S @Flo_S_85]

@UnForgeron @TradeQuantiX That makes perfect sense.

So then the momentum contains only the long ETFs and not the inverse? Just curious

[Flo S @Flo_S_85]

@UnForgeron @TradeQuantiX Thanks for your reply. So the inverse ETFs are being used in the “hedge” module?

[Flo S @Flo_S_85]

@UnForgeron @TradeQuantiX Nice! Short as part of the momentum?