Last week start:
3 IWM, 2 DIA
3 XLF, 1 QQQ
9 longs or 90%
2 IWM short hedges
1 FXI short
3 hedges / shorts = -30%
60% net long, 10% cash.
Adjustments
1/3 take off 2 IWM hedges, buy 2 SPY for 11 or 110% longs and 1 remaining FXI short for 100% net long
1/4 buy 1 XBI for 110% net long
1/5 cut FXI short for 120% net long
Ending week
3 IWM, 2 DIA (both from near election)
3 XLF, 1 QQQ (pre & post election)
2 SPY from 1/3
1 XBI from 1/4
12 longs or 120% long, no shorts.
Positioning limits
15 or 150% long, -50% shorts or hedges, 200% max total exposure.
Currency / commodity positions are not included in this system.