Heading into the week: 110% long
2 IWM, 2 DIA (mostly before election, 1 shuffle last week)
2 XLF, 1 QQQ (pre and post election)
2 SPY (1/3)
1 SMH (1/18)
1 RSX (1/23)
Adjustments
1/30, -2 IWM
2/1, -2 DIA
2/3, +2 DIA, 1 XLF
100%
*
Positioning limits
15 or 150% long, -50% shorts or hedges, 200% max total exposure.
Currency / commodity positions are not included in this system.