Heading into the week of 21-September...
-Total Position: Aprox. 1.75-to-1 net-long, considering levered SKF, TWM and under-levered UUP hedges.
-85% invested overall.
-Pure-longs = 52%.
Currently Long (according to size): SNDA (10.1%), CTSH (5.7%), CFSG (5.4%), SXCI (5.3%), RKT (5.3%), CLW (5.1%), JDAS (4.3%), ININ (3.9%), SWI (3.5%), ULTA (3.5%)
Currently Short (according to impact):
-SKF-long (US Financials Dbl-short; (7.8% position)
-TWM-long (Russell 2k Dbl-short; 7.3%)
-HAIN (Cramer-feature-fade 1-3 day trade; 6%)
-UUP-long (12.1%); current inverse correlation with equity mkts defines this as an equity hedge
(Note: inverse-ETFs SKF and TWM represents being dbl-short their respective index).
Futures Accounts:
-No position - Covered Dec BR Pound short 1.6334
-No position - Covered Dec SP500 short at 1057.75
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