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Strategies & Market Trends : The Great Coin Toss Experiment II -- Ignore unavailable to you. Want to Upgrade?

To: Jorj X Mckie who wrote (108)	4/15/2003 2:44:56 PM
From: Sojourner Smith	Read Replies (1) \| Respond to of 188

What I have been talking about is not a similtaneous hedge. Or if it is, then on opposing signals on the same indicators. An example, being market neutral, use an indicator like DMI and scan for buys and sells, at the close buy and short the same amount on both sides of different stocks. That avoids the gap ups we have had. An example of not similtaneous: Build a long position on oversold on SPY and build a short position on overbought on DIA. It works, I have backtested thoroughly.