When I don’t hold Tlt but own some gold I end up with an interesting low volatile model .. When I take the fidelity insight income model which is 25% equities and consists of Ultra short term bonds ,short to intermediate term bonds and floating rate bonds and couple it with about 10% gold it is a n...

I'm definitely not hung up on only using domestic assets in the Golden Butterfly. On the one hand, I do naturally have a Browne-influenced perspective on economic diversification that focuses more on the cycles of the local economy and the importance of diversifying outside of stocks entirely rathe...

Doodle, thanks for posting this. It is a thought provoking, take-a-step-back-and-think read. Partial answer to your question in the article: Californians tried to build a high-speed rail line. But after more than a decade of government incompetence, lawsuits, cost overruns and constant bureaucratic...

dualstow wrote: ↑

Fri Sep 13, 2019 1:58 pm

ANA - Afghan Nat'l Army, I guess.
FOB - ?

FOB = Forward Operating Base

Are there actual ETFs that mimic the momentum and lo-vol portions? SPLV for the low vol index and MTUM for the momentum one IIRC; if you didn't want to just use all SPLV for the low vol one (due to sector concentration risk....i.e. consumer staples, utilities, and health care are overweight in the ...

Despite the above, I do concede that in some cases it's "unfair" when certain people are labeled pedophiles, when what they've done involved, say, a 16 year old. Technically, that's a ephebophilia... perhaps not as egregious as pedophilia, but still... But still what , exactly? What you are describ...

If you were a "rational" investor driven only by long-term backtests and CAGR (as so many claim to be), you'd only ever choose Emerging Markets or Canada, right? What's that insignificant green line down there? Oh, that's the S&P 500... have you heard of it? http://i68.tinypic.com/2lw6l95.png Fair ...

USMV and EFAV for the stock component, VBMFX and VFISX for the bond component 1992-May 2019 13.07 CAGR/11.54 Max DD Sharpe .49 If you want to take it back to 1990 you can use FFXSX (or maybe 80/20 or 85/15 FIGTX/CASHX rebalanced monthly or annually in PV and saved as a portfolio with a custom ticke...

If someone will find where the data is and post it here (link to) I’ll run the backtest and post results. And thanks..,very interesting twist. Novell didn't share the data with me, but he did plug the synthetic USMV data into his proprietary model and ran in it place of SPY, and it was better. The ...

iShares has a set of lower volatility ETFs which could produce better GEM signals which are less "whippy" than using regular S&P 500 and ACWI ex-US ETFs. These are USMV and ACWV. Let's compare them to VOO and VEU. Unfortunately, the history is very limited, only spans 2013-2019. USMV/ACWV CAGR 13.1...

ochotona wrote: ↑

Sun May 26, 2019 10:50 pm

I'm going to paper trade this one

What are you going to use to determine if you should be out or in during the two "bad months" of September and October? MACD? NH/NL? Relative Strength vs cash?

1984, what was your data source? Sep / Oct seem really to be bad months overall, I agree. Maybe one could use some indicators like MACD to determine whether taking action during Sep / Oct is justified, and for short periods of time like this, I'm thinking maybe buying puts from time to time would w...