UCO and UDN stopped out today flat. Now the portfolio holds TNA, DZZ and TMV, i.e. long Russell 2000, short gold and bond.
Now working on the back test to prove the mechanical system at least works individually for each different asset. Will reveal some details about the mechanical system applied to each asset trading as soon as the back test completes. Again, this indeed is a research project, I have no idea whether the method would work or not. To publicly announce this portfolio is just to force myself to work on it as I’d be “losing faces” if the portfolio does lose huge money.