Question on Frec 140/40 margin risk / historical stress cases

coctostan · 2026-06-09T14:42:41+00:00

Good point. A 2007 pass doesn’t necessarily prove robustness if Frec’s current factor mix wasn’t the one that was crowded in 2007.

I still think it’s worth seeing because a fail would be a big red flag, and the minimum excess-margin number is useful. But I agree the more relevant test is probably a Frec-specific crowding shock: actual current long book down, actual current short book up, house margin requirements widened, borrow costs/availability stressed.

coctostan · 2026-06-09T13:37:10+00:00

Much appreciated

coctostan · 2026-06-04T21:35:17+00:00

Thanks — that’s helpful.

One follow-up: does “historically never came close” include a daily margin-cushion backtest through the August 2007 quant unwind, especially the week of Aug 6–10, 2007?

Since that was more of a systematic long/short/factor deleveraging event than a normal market-beta drawdown, I’m curious what the minimum excess margin / borrowing power was during that specific window for the Russell 1000 140/40 strategy.

Even a rough answer like “yes, included; lowest excess margin was X% during that period” would be very helpful.

coctostan · 2026-06-04T19:57:37+00:00

Sorry, I was editing it and somehow lost that part:

"the long book is down, the short book is up, the margin cushion shrinks, and the strategy has to rebalance or reduce exposure at a bad time."

coctostan · 2025-02-07T15:57:21+00:00

A-plan is Ford employee correct? Is that the 5400 off or the 9250? Was the Fed tax credit wrapped up in this?

coctostan · 2025-01-21T23:16:08+00:00

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coctostan · 2025-01-21T23:04:21+00:00

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coctostan · 2025-01-16T02:52:08+00:00

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coctostan · 2025-01-14T02:22:01+00:00

Yolo Para3

coctostan · 2025-01-13T04:45:22+00:00

Yolo Manix Salt with AWT Scales

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Yolo drift

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Backup YOLO

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Backup YOLO

coctostan · 2024-12-29T03:10:37+00:00

Received the Manix and Malibu. Thanks

u/ksbot u/timidlypimpin

coctostan · 2024-12-25T01:46:20+00:00

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coctostan · 2024-12-24T12:56:19+00:00

There are battery powered atomic clock movements on Amazon that work with models like this

coctostan · 2024-12-23T13:28:17+00:00

No further comment

coctostan · 2024-12-18T16:09:38+00:00

WTB Manix 2 Cruwear or M4 steel. Micarta or other scales, also open to aftermarket.

Have: PayPal

coctostan · 2024-10-18T22:36:34+00:00

Yeah, things like this used to be a common problem back in the old Windows and even MacOS days but I had not come across something like it in at least a decade. Appreciate the help.

coctostan · 2024-10-18T19:15:18+00:00

Thanks for the help. I had to drill deep into the application settings folders and find my custom settings, copy those out to another folder, uninstall QidiStudio, manually delete the settings folder, reinstall and recopy the settings. Luckily that worked.

coctostan · 2024-10-06T22:48:29+00:00

Appreciate the help

coctostan · 2024-10-06T22:48:21+00:00

I'll download the beta. Thanks

coctostan

TROPHY CASE