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Author: rharmelink Big gold star, 5000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 255362  
Subject: Re: Trading 3x ETF Pairs Date: 12/15/2012 9:49 PM
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You start on the first day they are available and rebalance every FOUR weeks -- that is 28 market days. You can rebalance every two to eight weeks and the returns will be good, but I prefer four weeks for the sake of convenience and ease.

How reliable were the returns over the other 20 starting dates?

When VXO is at or above 19 you short two 3x ETFs at the same time: FAZ and FAS. At each rebalance date you check whether VXO is at or above 19 and when it is below you enter IWM instead.

How did you come to choose 19?
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