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Friday, September 7, 2007

New Portfolio Weights

Starting next week, the optimal portfolio weights (for newly initiated positions) will change slightly. Previous optimal weights were:
Weekend Trader: 13%
Trend Plays #1: 57%
ARS: 78%

Starting next week, the new weights will be:
Weekend Trader: 9%
Trend Plays #1: 58%
ARS: 80%

Since the weights sum to 147%, leverage will be about 1.5:1.

(Part of the reason not to leverage to 2:1, is that some equity needs to be available for the put options that I use to offset against the broader market)

1 comment:

avec said...

russia has two well going online with a million barrels a day why has this not been posyrd