Current positions for the artificial intelligence 1 system:
long – candian $, gold, sugar, soybeans, australian $
short – t-bond, live cattle
Current positions for the hedge fund portfolio:
long – DBC, VWO, IJR, RWX, VNQ, SCZ, IWM, BWX
short – DBA, SHY, TLT
Note that the trend following with ranking system is in the process of morphing into a new system. More on this later.