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Investment Strategy Update March 10 - 2017: 5 Units Long!

This is my first test writing an instablog post. It has been my intention to start writing live updates on my "final" investment strategy based on several strategic inputs (aprox 10 separate inputs, both technical and fundamental), two of which I have already explored in depth in separate articles (Risk control and Calendar strategy) and plan to continue covering more in the future.

Anyway, the short of it is that yesterday and going in to today my exposure was around 95%. My strategy gives me an almost max long signal today, right now with S&P at 2367, but max long will theoretically not be until the close. This means I will be aprox 500% leveraged of the index return on monday. Then my exposure will gradually decrease down to aprox 100% again by next friday (if market volatility stays constant). If market volatility increases, the exposure will decrease further.

Since the details of the strategy is quite complicated with exposure level that is linked to market volatility, I have not decided if it makes sense to continously publish the details of the strategy but rather refer to "buckets" of long, like 5 units long, 1 unit long etc.

To sum it up: I am 5 units long today and plan on being 1 unit long again by next friday close. This is based on a strategy I have followed over the last 2 years and it has served me well. (Read more in my articles). The historical performance of this strategi is shown in the first chart below. Over time it will produce a risk level aprox 1.5x that of S&P 500. If you feel that risk level is too high, you could choose to be 2 units long instead, but still gradually decrease the exposure until next friday, and then have a risk level over time only slightly above S&P 500 (illustrated in second chart).

Full leverage

Medium leverage