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Dale,
Could I ask you what you are basing your entry and exit signals on?
ProFunds --where I have an account-- offers long and short funds that
parallel those at Rydex, but when I've done preliminary work on
setting up a reversal system that would be continuously in the
market, I've noticed that optimal signals aren't symmetrical. In
other words, though the long and short funds are the inverses of each
other by statistical measurements and by eyeballing charts, better
back testing results can be obtained by assigning each of the funds
their own different parameters. Long and short each seem to have
their own separate rhythms.
I'm not looking for proprietary secrets, just an indication of how
you developed your system and some of the choices you considered,
adopted, or rejected, which might be of help to Bill as well, and how
you resolved the symmetrical/asymmetrical debate.
Thanks in advance, Charlie
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