Post #3807 by hiphop on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

Unthreaded | Threaded | Whole Thread (9)

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

No. of Recommendations: 3

Thanks, Aussi.

Somewhere back in the days I remember seeing a strategy that said if you could short the combination of leveraged ETFs (eg, short both TQQQ and SQQQ), taht you would be market neutral but the percentage ratchet of each day would grind money out each year. I want to test this out on GTR1, but alas my skills are not that great (though it should be a relatively easy one to do).

As I seem to recall, the idea is to short equivalent dollar amounts of TQQQ and SQQQ and hold for a year (the best I can do on stock charts is the ratio of them).

--G

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

Print the post

Unthreaded | Threaded | Whole Thread (9)

Prev | Next

Announcements

Mechanical Investing 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.