A reader emailed in to tell me they noticed my 2007 paper is the most read paper on the SSRN in the past year out of over 200,000…cool! Maybe I should be a professor, ha.
The good (great) news is that an investor following the system would be have a portfolio hitting all time highs right now. Real time performance since publication (through August) is outperformance of over 30% with massive reductions in volatility and drawdown.
Do you use the system? Leave a comment with your approach, and how you’re doing!
(PS Added a new fan page for AlphaClone here on Facebook, check it out!)
