Ultra OTC Fund - UOPIX Message Board

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Strategies & Market Trends : Ultra OTC Fund - UOPIX

UOPIX 143.70

+0.5%

Dec 16 4:00 PM EST

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To: bob wallace who wrote (1186)	1/22/2001 12:22:06 PM
From: Todd Reichardt	Read Replies (1) of 2063

Hi Bob, I'm still refining the systems, but sector rotation system tested out very well. Simply picking the strongest sectors and staying with them until they are no longer the strongest looks to be profitable. I'm still not completely happy with the Sharpe ratio of the system (profit/max drawdown) as the drawdown is higher that I would like it to be, so I'm still working on my risk management routines. I'm not in a big hurry to jump in right now. ProFunds gives lots of options to go long but only a couple to go short, hence my strategies with ProFunds will tend to have a long bias. Todd

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