Monday, 29 September 2008

BKX Stop Triggered... But Not for UYG Fund

The fun does not end. Today's decimation in financials brought my trading setup for the BKX Bank Index briefly below my stop for the UYG ProShares Financials Fund (which I used to trade the signal), but it closed just above the stop at $16.24. The stop is a close below $16.09, which is calculated by taking the entry price on Sept. 22 - $22.32 - and subtracting the largest past drawdown that this setup has seen - 13.93 percent - times two because I used a 200-percent leveraged fund for the signal (and halved my position size).

Just took a look at BKX itself though. Wow, what a horror show. It has actually fallen 29.1 percent since the entry price of $82.43, which means if I owned BKX itself I'd be a seller on tomorrow's open. Somehow, due to the mysteries of leveraged funds, UYG has fallen less - 27.3 percent - than BKX. Yet another weird development for our weird times. Hope you fare well this week.

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