Headed into 3/27 week:
2 DIA (first positions near election with shuffle week of 1/30)
1 XLF (pre and post election)
1 QQQ (12/7)
2 SPY (1/3)
1 SMH (1/18)
1 INDA (3/3)
1 EEM (3/13)
-1 FXI short hedge (3/21)
9 longs, 1 short hedge, 80% net.
Adjustments (posted in daily comment after close)
3/27: None
3/28: Cover FXI short hedge, +1 SPY, +1 INDA
3/29: None
3/30: None
3/31: -1 QQQ short hedge
Total now
2 DIA (first positions near election with shuffle week of 1/30)
1 XLF (pre and post election)
1 QQQ (12/7)
3 SPY (2 on 1/3, added 1 3/28)
1 SMH (1/18)
2 INDA (3/3 + 3/28)
1 EEM (3/13)
-1 QQQ (3/31)
11 longs, -1 short hedge, 100% net.
*
Positioning limits
15 or 150% long, -50% shorts or hedges, 200% max total exposure.
Currency & commodity positions are not included in this system.