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gb50k
Jan 30, 2017 4:22 PM

short everything 做空

2*DXY*1000+ZN1!*1000+2*US30*5+XAUUSD*100TVC

描述

the idea: the main asset classes are negatively correlated (stocks, bonds, dollar, gold) so shorting its all should be a dynamically hedged position. Shorting :

Dollar DXY x 2
Dow: US30 x 2
Gold: GC
Bonds: ZN

target: bottom of wedge, then yellow circle
评论
Maggedie
I have no idea how or why this should work -too rookie for that - but the trendlines have stood the test of time (with some pretty awesome confluence in april 2020 as well. I am drawn to your silvery foxy wisdom and looking forward to more of your content!
hpspain
Why gold down, if all other assets down too?,,,strange correlation. Could be possible of course, but i feel strange shorting gold, with equities down hard.
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