Subject: Global Tactical - Shorting?!?
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