Sounds great in theory, but

    High Performance KISS systems

    Posted by DigiNomad on 30th of Oct 2023 at 11:37 am

    Sounds great in theory, but excessive diversification leads to subpar returns over time and sort of flies in the face of using technical analysis for active management.  My experience is that really well constructed "all weather portfolios" may return 5% per year. That's great if the 10 year is near 0%, but not so great if it's at 5% or higher.  On the plus side, if you want 5% through thick and thin, you can get it today, for the next 5 years, without touching equities or riskier than advertised corporate bonds.

    Noted.  The key to improving

    Posted by skwan1940 on 30th of Oct 2023 at 12:35 pm

    Noted.  The key to improving on an all weather portfolio is knowing when to rebalance back to the orig allocations and that is when technical analysis comes in.  So if Matt has a supercharged system for these uncorrelated assets, the return should be much improved.  I have a version of the permanent portfolio and have improved the returns over just a simple thoughtless yearly or quarterly rebalancing.  I rebalance when prices are stretched to the upside or downside based on std deviation over bollinger bands.  

    I overall disagree with his

    Posted by matt on 30th of Oct 2023 at 01:22 pm

    I overall disagree with his comments, kind of negative nancy there

    the performance is 2 to 5X over buy/hold. while the draw down is 6 - 10 fold less.  Again there's no guarantee that future performance will match past results, but if they get close or even 1/2 the performance, they will do extremely well.  5%? come on, I wouldn't waste my time if I was expecting that

    Curious Would TLT long term

    Posted by jonesy85 on 30th of Oct 2023 at 01:29 pm

    Curious Would TLT long term treasury ETF trade well on the super kiss 78 min or better on a weekly?  


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