Heading into week 100% long via:
2 DIA (first positions near election, with a shuffle last week)
3 XLF, 1 QQQ (pre and post election)
2 SPY (1/3)
1 SMH (1/18)
1 RSX (1/23)
10 longs or 100%.
Adjustments last week: None.
Probably too much XLF, and if RSX continues weak below its FebP that is candidate for reduction. Also, SPY can be hedged at the 1HR1 Q1R1 combo.
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Positioning limits
15 or 150% long, -50% shorts or hedges, 200% max total exposure.
Currency / commodity positions are not included in this system.