Positioning

Portfolio returned to 100% long early February and did not make an adjustment for a few weeks. 

Heading into last week it was:

2 DIA (first positions near election, with a shuffle week of 1/30)
3 XLF, 1 QQQ (pre and post election)
2 SPY (1/3)
1 SMH (1/18)

9 longs or 90% long, no shorts. 

Adjustments (in daily section after close)
2/27: None
2/28: QQQ hedge short
3/1: Out of QQQ hedge short
3/2: 2 SPY hedge shorts
3/3: Cut 1 SPY hedge short, add 1 INDA long

Current
2 DIA (first positions near election with shuffle week of 1/30)
3 XLF (pre and post election)
1 QQQ (12/7)
2 SPY (1/3)
1 SMH (1/18)
1 INDA (3/3)

1 SPY hedge short 3/2

10 longs, 1 short = 90%

If week is bullish thinking to add on global stocks INDA, EEM, EWZ. If bearish can put SPY hedge back on, and IWM is also a hedge trade candidate, or take gains on SMH. 

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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.