Nice post - Midcap strength is a definite seasonal trade to fade --- Short MID vs SPX, OEX or RUT should work well again starting some time between now and June.
Only issue is that the trade consumes lots of futures margin ... and in 2014 vs the RUT it took a long time to work out.
Only issue is that the trade consumes lots of futures margin ... and in 2014 vs the RUT it took a long time to work out.
Thanks,
-D 4/8/15