Is There a Stakeholder's Leverage?

The way that these strategies operate, the leverage naturally fluctuates as the signal strength varies and the correlation between markets varies. The question you have for yourself is, do you want to maintain it in a particular band, or are you happy at the moment with it being below that, or perhaps above that? That then depends on what these other risk measures are telling you. Those scenarios presumably then does that cause you maybe to reduce leverage relative to what you would have otherwise? Is that the point? Yeah, it can do. We're not just imagining a scenario that could go against the portfolio. We're looking at scenarios that have happened in the past and seeing what's the worst case that we

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