Subject: New on Alvarez Quant Trading: SPY, SSO and TLT Strategy

Read the new post on Alvarez Quant Trading, SPY, SSO and TLT Strategy.

A reader sent a strategy to test which is a basic monthly rotation strategy between stocks and bonds. What caught my attention was the use of SSO, the 2x of S&P 500. The main idea being to use SSO when in a low volatility bull market.

Looking over the rules, I could tell this strategy was created before the recent bear market in bonds.

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Cesar

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