Please read the disclaimer at the bottom of this page

Thursday, August 2, 2007

New Portfolio Weights

The weights of the current portfolio positions (excl. Longstoch-ST) are as follows:
Weekend Trader: 55%
Trend Plays #1: 73%
ARS: 14%

The new optimal weights will be:
Weekend Trader: 13%
Trend Plays #1: 57%
ARS: 78%

This sums up to 148%, which means leverage will be about 1.5:1

It might take a while before the actual positions will reflect these weights as Weekend Trader and Trend Plays #1 can hold positions for several weeks.

No comments: