Search found 135 matches

by StrategyDriven
Mon Mar 07, 2022 3:35 pm
Forum: Variable Portfolio Discussion
Topic: It feels like 2008 Again Only Worse
Replies: 12
Views: 3531

Re: It feels like 2008 Again Only Worse

I can't say yet that it feels like 2008, but it feels similar to Q3 and Q4 of 2007 that's for sure. Big tech started to stumble, but I especially started to feel it when the S&P failed to match the previous high, on February 9, I've been assuming big downs after that day. We're certainly down from n...
by StrategyDriven
Thu Dec 23, 2021 6:43 am
Forum: Permanent Portfolio Discussion
Topic: Safe Withdrawal Rates
Replies: 46
Views: 11569

Re: Safe Withdrawal Rates

https://dualmomentumsystems.com/?post=a-look-at-triad https://dualmomentumsystems.com/?post=permanent-portfolio-vs-triad This is the one you invented, right ? Though there is still a mystery behind it: Triad splits the portfolio into 1/3rds. Based on the lookback methodology (which I am not divulgi...
by StrategyDriven
Wed Dec 22, 2021 11:12 pm
Forum: Permanent Portfolio Discussion
Topic: Safe Withdrawal Rates
Replies: 46
Views: 11569

Re: Safe Withdrawal Rates

Thanks for the analysis, StrategyDriven. It prominently involves "Triad", which is not defined. I tried searching for it and the closest thing looks like an investment management company. What is the asset allocation of "Triad"? https://dualmomentumsystems.com/?post=a-look-at-triad https://dualmome...
by StrategyDriven
Wed Dec 22, 2021 10:51 pm
Forum: Permanent Portfolio Discussion
Topic: Safe Withdrawal Rates
Replies: 46
Views: 11569

Re: Safe Withdrawal Rates

The term safe withdrawal rate rates means something very specific … It is what it took to get through the worst outcomes we have had to date for a retirement period . It specifically pertains to 1907 , 1929 , 1937 , 1965 ,1966 . We have had nothing like those time frames since. What you have with o...
by StrategyDriven
Wed Dec 22, 2021 5:35 pm
Forum: Permanent Portfolio Discussion
Topic: Safe Withdrawal Rates
Replies: 46
Views: 11569

Re: Safe Withdrawal Rates

The term safe withdrawal rate rates means something very specific … It is what it took to get through the worst outcomes we have had to date for a retirement period . It specifically pertains to 1907 , 1929 , 1937 , 1965 ,1966 . We have had nothing like those time frames since. What you have with o...
by StrategyDriven
Wed Dec 22, 2021 5:06 pm
Forum: Permanent Portfolio Discussion
Topic: Safe Withdrawal Rates
Replies: 46
Views: 11569

Re: Safe Withdrawal Rates

I recently did a deep dive into withdrawal rates on my strategies. I see D1984 earlier in this thread talking about using Simba's annual numbers to test going back in time. One thing I would like to caution with this approach is that you do not see the extent of the drawdowns throughout the year, on...
by StrategyDriven
Mon Nov 29, 2021 9:39 pm
Forum: Permanent Portfolio Discussion
Topic: Pinwheel vs. PP?
Replies: 6
Views: 2717

Re: Pinwheel vs. PP?

I find the Golden Butterfly has better characteristics, it has had more shallow drawdowns, and also supports higher withdrawal rates in retirement. I agree, but backtesting being what it is...who knows. Sure, it may not do as well relatively speaking going forward, however, given that Pinwheel has ...
by StrategyDriven
Fri Nov 19, 2021 3:14 pm
Forum: Permanent Portfolio Discussion
Topic: Pinwheel vs. PP?
Replies: 6
Views: 2717

Re: Pinwheel vs. PP?

I find the Golden Butterfly has better characteristics, it has had more shallow drawdowns, and also supports higher withdrawal rates in retirement.
by StrategyDriven
Wed Nov 03, 2021 3:22 pm
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

Talking about momentum strategies, have been quite a while since I want to ask you guys - what do you think about the Andreas Clenow's works, especially "Stocks on the move"? Simple linear regression (* coefficient of determination) - guess it cannot get any simpler than that for an 'algo' ... Disc...
by StrategyDriven
Wed Nov 03, 2021 7:02 am
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

Talking about momentum strategies, have been quite a while since I want to ask you guys - what do you think about the Andreas Clenow's works, especially "Stocks on the move"? Simple linear regression (* coefficient of determination) - guess it cannot get any simpler than that for an 'algo' ... Disc...
by StrategyDriven
Sun Oct 31, 2021 9:36 am
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

I'm not a mod so my opinion does not matter. Your explanation and the language used in the quote I posted do not seem to match. If I am a professional reading it, I would think that you want to retain the rights to the use of these strategies and that to use them I would have to inquire with you to...
by StrategyDriven
Sun Oct 31, 2021 9:08 am
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

I am not licensing it to anybody nor am I looking for that. I am just pointing out that it is for personal use. "The investment strategies and their investment selections presented within this report are free for your personal use, noting the disclosure above. These strategies are not allowed to be...
by StrategyDriven
Sun Oct 31, 2021 12:13 am
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

Hey I don't want to be a dick because I think what you're doing is cool, but did I notice that you're advertising the licensing of these models to professionals when I specifically asked you about it before and you said that these strategies were for your personal and family use and that the websit...
by StrategyDriven
Fri Oct 29, 2021 11:06 pm
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

As bad as September was, October was even better. I was personally down 5.12% in September, but up 8.59% in October.

The only strategy with a change for November is Triad, it adds IWS back into the investments.

The full deck can be viewed here.

Happy strategy investing.
by StrategyDriven
Mon Oct 25, 2021 2:17 pm
Forum: Variable Portfolio Discussion
Topic: Anyone investing in farmland?
Replies: 6
Views: 2392

Re: Anyone investing in farmland?

You might want to check out Meb Faber's podcast, he talks about farmland investing fairly often and has interviewed a few people who run money in that area. I didn't search for those episodes but imagine you can search his podcast for farmland and find it pretty quickly.
by StrategyDriven
Thu Oct 14, 2021 4:23 pm
Forum: Politics
Topic: Bill Kristol and Scott Horton Debate U.S. Interventionism
Replies: 3
Views: 2373

Re: Bill Kristol and Scott Horton Debate U.S. Interventionism

Thought this was a really good debate, and a more professional delivery from Scott than his normal awe shucks...
by StrategyDriven
Mon Oct 11, 2021 8:18 pm
Forum: Permanent Portfolio Discussion
Topic: Triad: An alternative to PP & Golden Butterfly
Replies: 3
Views: 3176

Re: Triad: An alternative to PP & Golden Butterfly

Truly hope you enjoy and find it valuable. Countless hours went into developing these strategies, they were created for me and my family - but I happily share to those with interest.
by StrategyDriven
Fri Oct 08, 2021 9:40 pm
Forum: Permanent Portfolio Discussion
Topic: Triad: An alternative to PP & Golden Butterfly
Replies: 3
Views: 3176

Triad: An alternative to PP & Golden Butterfly

Portfolio strategies like the Permanent Portfolio and Golden Butterfly are well respected, deservedly so - they have good returns with superior [to the market] risk profiles. And while a person may favor the low maintenance once a year rebalancing of these type of strategies, some of us don't mind t...
by StrategyDriven
Thu Sep 30, 2021 11:18 pm
Forum: Variable Portfolio Discussion
Topic: Please meet Global Navigator and The Russell
Replies: 144
Views: 119587

Re: Please meet Global Navigator and The Russell

September was a terrible month in the markets, Triad and the Russell strategies have a change of investment for October.

Image


The full reporting deck with September 2021 results and October 2021 investments can be viewed here.
by StrategyDriven
Thu Sep 30, 2021 5:34 pm
Forum: Variable Portfolio Discussion
Topic: Do you think we are due for a drop in the market?
Replies: 15
Views: 5628

Re: Do you think we are due for a drop in the market?

As September comes to a close, it looks like the S&P is down almost 5.25% from recent highs. Not the 10% or more I have been expecting, but also one of the biggest pullbacks this year.
by StrategyDriven
Thu Sep 23, 2021 4:16 pm
Forum: Variable Portfolio Discussion
Topic: risk ON risk OFF
Replies: 7
Views: 2947

Re: risk ON risk OFF

I don't know that I would call it a hobby, that could be taken as a demeaning term meaning it's not taken with the utmost serious intentions that it is. I am not an RIA, CFA, etc... I developed these strategies for my own use and opened them up for public consumption, it is a labor of passion. The ...
by StrategyDriven
Thu Sep 23, 2021 4:15 pm
Forum: Variable Portfolio Discussion
Topic: risk ON risk OFF
Replies: 7
Views: 2947

Re: risk ON risk OFF

Apologies I wasn't referring to your personal investments in those strategies as being a hobby but rather whether the website was a hobby or if it was for some kind of commercial purpose. I do not charge for the strategy information, it's freely available to anybody who subscribes, I do put limits ...