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.
Your email address will not be published. Required fields are marked *
HTML tags are not allowed.
Market Risk Falling
Volatility Hedged PortfolioLong 100%
Long / Short Hedge PortfolioLong 90% Short 10%
Long / Cash PortfolioLong 80% Cash 20%