The Leveraged Bands (LevBands) strategy was in
$UPRO before the market opened today but
$UPRO fell to the price indicated by its algorithm so it was sold again (cover your assets) after being sold and bought recently. The LevBands strategy will buy
$UPRO when it rises to the price indicated by its algorithm (buy low). In addition, LevCrosses was in
$UPRO before the market opened today but its indicator also turned negative so
$UPRO was sold (cover your assets). LevCrosses will also buy
$UPRO again when its indicator turns positive (buy low). LevCrosses is a component of the Optimum Mix so LevCrosses trades do impact the Optimum Mix positions/percentages. The higher incidence of whipsaw when using LevBands seems to be the primary factor causing its long-term return to be lower than LevCrosses --and that lower return is the reason LevCrosses is a component of the Optimum Mix rather than LevBands. Any questions or feedback?