| SPY/TLT |
25% |
| Protector *Standard |
15% |
| Protector *Alpha |
15% |
| Momentum Trading |
25% |
| Volatility Trading |
15% |
| Opportunity + Adjustment Purse |
5% |
I’ve started constructing my trading portfolio for 2015 as listed above. I’ll be using 1.6x leverage for the Protector and Momentum portfolios. We assume an average of $800 per unit of SPY/TLT and we end up with a historical expected value of 4.91% per month in returns. Let’s see how we do.
Below is based on a 10k Unit
| Portion % | Expected per month | Expected $ per month | |
| SPY/TLT |
25% |
11% |
275 |
| Protector *Standard |
15% |
1.6% |
24 |
| Protector *Alpha |
15% |
2.13% |
32 |
| Momentum Trading |
25% |
1.6% |
40 |
| Volatility Trading |
15% |
8% |
120 |
| Opportunity Purse |
5% |
||
|
491 |
|||
|
4.91% |