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Why long only?
Is it unprofitable when the market goes down?
Why not? I think this pattern hasn`t long-short simmetry.
As you can see om equity - there are some drawdowns at downtrend periods like 2008. And no critical drawdowns in 2011.
When market goes down - it is neutral.
How does it perform from 1999 to 2006? This looks like a winner.