The strategy tries to gain in every market state.
About half of the total sum invested in Longs and the other half in Shorts.
I have an exceptional back and forward tested results.
You are invited to contact me via hphedge@gmail.com for more details.
At the end of each trade day, about a half an hour after the market close a daily positions will be published.
Each daily positions includes the positions gain/loss + historical performance + compare to S&P 500 index.
There will be also published the daily enters and exits - all of which done on the market close, so the next day positions are already known.
For now all the data are public free.
30-Mar-2011 update:
Shorts seems to work worthier than expected.
For now all the shorts starts to switch to different ETF's reflecting major US indices (S&P500 and others).
11-Apr-2011 update:
Daily opening positions will be published at the beginning of each trade day.