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LRPC-BHS-HA Portfolios
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Topic starter
July 11, 2019 12:02 PM
I am beginning to set Trailing Stop Loss Orders (TSLOs) on current holdings in the LRPC and BHS portfolios. The value I am using can be found in Column J of either Position Sizing worksheet. With the default settings, the TSLO turns out to be 1/2 the annualized volatility. I am rounding to the nearest percentage point.
If the Stop Loss is 5.9%, I use 6%. If the Stop Loss is 1.3%, I use 1% or 2%.
Lowell
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