Changing my mind about posting strategy signals
I’ve thought over more my previous decision to not post strategy signals in 2013 as they occur. I’ve decided that I WILL continue to post allocation changes for the TSP strategy and will also post allocation changes for my proprietary volatility system (I’ll call it Alpha 2 for now). I plan to eventually create a page for Alpha 2 with all trades taken (it’s an end of day system like the original alpha model, though much more active). Most details on how this model works will be kept proprietary. I plan to post trades as soon as I can when they happen.
First trade for Alpha 2 took place at today’s close with a long position in VXX entered. Got in at $31.80.