Mark Holstius
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Posts: 744
Joined: 10/11/2012
Location: Sleepy Hollow, IL
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That sounds like an excellent idea Mark...
OV is supposed to handle the open orders (close per strategy) when you change portfolios, but if you're just "rotating" back & forth between a few portfolios, yours seems like an excellent way to do it. It might accommodate Jim's idea of "slowly"(?) rotating in and out of market states too if you found a good way to assign weights to them as the market changes...???
Thanks for the input,
Mark
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