Monday, June 10, 2013

T2 Update...Cash...6.10.13

This is a period in market gyrations where anything can happen and changes in perceived risk can produce dramatic price fluctuations.  Keep in mind that over 70% of market volume is robot trading so when things get moving in a direction, either up or down, the bots tend to pile on and create more of the same.

The T2 market neutral model has not fared well recently...which is exactly what we would expect following inception of the P6 downslope in the last week of May.  This stand aside strategy can be frustrating, especially in the face of last week's 2 day rally but our goal is always focused on risk containment more than capital appreciation and patience is the price to be paid.
Click once on chart to expand and clarify