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Topic starter
March 24, 2020 7:02 AM
Normally, I set the TSLO percentage drop to be 1/2 the annualized volatility. However, if you currently check those values, they are extremely high due to the recent market crash. Therefore, adjust any TSLOs to be a percentage that you can withstand further draw-downs.
I recent set a number of TSLOs anywhere from 5% to 10%.
Lowell
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