I don't do options, so my options are limited to inverse ETF.
For example, if I buy SPY when it's going down, and the equivalent amount of SPDN (e.g. about 25 shares) when SPY is going up. There'll be a fixed amount per pot (e.g. $10K) and I'll try to maintain the ratio to 50:50. Rebalancing will be done by selling to winner and buying the loser. Does it make sense?
Besides SPY/SPDN, are there other opposite-twins that you can recommend for me to backtest? I'm looking for something that is not as obvious as inverse ETF. Thanks!
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