According to Horizons BetaPro Management Inc. the Horizons BetaPro S&P/TSX 60 Bull+ ETF (HBP 60 Bull+ ETF) and the Horizons BetaPro S&P/TSX 60 Bear+ ETF (HBP 60 Bear+ ETF) seek daily investment results equal to 200% the daily performance, or inverse daily performance
Our proprietary relative performance oscillator – the Binary_RA6 can identify a pending turning point in these inverse products.
This allows for various strategies to reduce or increase long exposure – or to apply portfolio insurance when anticipated
We own the Bull when above Zero and own the Bear when below
Our proprietary relative performance oscillator – the Binary_RA6 can identify a pending turning point in these inverse products.
This allows for various strategies to reduce or increase long exposure – or to apply portfolio insurance when anticipated
We own the Bull when above Zero and own the Bear when below
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4 comments:
Can you post the system test results for this? Do you make the .ela file available?
I'd be interested in maximum profits and minimum ones based on theoretical or historical data.
I track both, but wonder what kind of trading strategy exists for these.
Our point of view is that these products are not for trading but strictly for portfolio insurance. We move in out of the bear during bear markets and in and out of the bull during bull markets.
We are writing a routine for this for possible publishing. Keep in mind must models work best during high volatility periods and tend to give false signals during trendless periods.
Darren
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