I hope you remember the macro portfolio I built on 1st July 2011.
I have just updated the file from Bloomberg.
We are up 40 bps.
This is not bad in the light of events that are happening where most markets are down.
This is what I call PURE ALPHA.
This portfolio will look even better in the coming weeks as Silver is set to fall hard after it attempts to touch 40 and fails.
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