Updated for recent buys
RTS On Steroid is an objective fully mechanical trading system. There are a total of 20 positions in RTS-OS Portfolio, 10 longs and 10 shorts. Both longs and shorts are chosen out of a basket of 200 highly liquid stocks. Positions are opened and closed based on their relative ranking. All orders (market) are put in prior to market open to be filled right at the open. Changes to RTS-OS Portfolio is posted here every evening or early morning prior to the open. Portfolio trades and performance is posted here:
Tomorrow Wed. August 7, RTS-OS Opens 10 long and 10 short positions as shown.
Special thanks to my tennis buddies Fox N. and Dr. R. for their work and stimulating conversations that led me to develop RTS-OS.