Bond Portfolio E9
I cant say this is a bad system-it may be a fine one-but it is highly leveraged. Thats how it can return 44+ percent trading short term bond futures. Currently long 8 ED X $2,500 multiplier @ 99.618 = $1,992,360 of exposure to Eurodollars in a $158,641 model account. Current total leverage is about 20:1, and has been higher. It has recently broken its steady uptrend. System may have gotten a one time boost from falling interest rates this year.