FYI, today near the close I rebalanced the volatility hedged portfolio. VXZ was up 14% and my longs were down about 9%. I sold some VXZ and bought some long positions with the profit. The portfolio is now back to 50% long and 50% VXZ.
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Market Risk Warning
Volatility Hedged PortfolioLong 50% Mid Term Volatility 50%
Long / Short Hedge PortfolioLong 50% Mid Term Volatility 50%
Long / Cash PortfolioCash 100%