Test System
You know the saying "the market can stay irrational longer than you can stay liquid?" That's Tranche. The positions often work out in the long run, but the system seems to stick to them through ridiculous drawdowns. The system looked outstanding in the beginning but as of late has incurred some very wild swings. Perhaps in the end Tranche will survive, and if you can stomach the rollercoaster ride, the high returns will be worth it. In my opinion however the volatility is unacceptable.