PropNotes

I Just Made A Big Bet

Lång
DJI/RUT  
DJI/RUT  
This is a pretty simple stat arb bet - Long DIA, Short IWM. As you can see, only a few times in the last 3 decades has the RUT been this highly valued vs. the DOW, and only two other times has this pair been so technically oversold. Both of the other times presented tremendous buying opportunities, and I plan on taking full advantage of that here. Balanced dollar bet.

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