Systems
- Tactical Index (i-TAC)
- Short-Term Market Timing Index (i-STMT)
Position Size
- i-TAC = 30% / 60% / 30% / 60%
- i-STMT = 75%
- Avg commitment = 75% – 105% / Max commitment = 225% (very seldom)
Backtest Results
Equity Curve
Live Trading Results