Yes, that can be accomplished as you suggest.

psuedo code:
(If BearMkt) and (If Inverse Tkr) then PositionScore = VeryHighValue

--- In [email protected], "slipthruthecracks" 
<slipthruthecra...@...> wrote:
>
> I am using a series of scoring mechanisms to create a comboscore 
that
> I use on a watchlist of mutual funds to select and hold 3 funds at a
> time. Built into this system is a calculation that seeks to sidestep
> bear markets as I define them. Testing the system works well and the
> default interest rate is assigned during periods when it is not okay
> for the system to "Buy".
> 
> What I am wondering is how could I tell the AA that during those 
Bear
> market periods I would like to buy and hold a single inverse mutual
> fund? Can I assign a very high combo score to that particular symbol
> during bear market periods? Or, do I need to use the CBO to do this 
in
> some manner?
> 
> Pseudo code looks like this.
> 
> MaxPos = 3
> Bmkt = conditions for bear mkt
> comboscore = this + that + something
> Buy = !Bmkt
>


Reply via email to