Or just split the difference and go with a mid cap index.

Given the recent world political developments, I think he would tell Americans that they should try to get a second passport. I think he would say quite the opposite. While the U.S. is not perfect that whole 70s/80s thing of Japan kicking our butts, the whole 90's thing of Europe kicking our butts ...

I believe these results are dividend adjusted...but I'm using an alpha tester database so perhaps not a 100% accurate, but certainly close. Unless specified otherwise all calculations are using ETFs and S&P 500 based ETFs for the stock component. First Batch - w/XIV Qtrly Rebalance 1x - 6.74 2x ...

I use IB and last year I downloaded all my trades in tax file format and sucked em into TurboTax and badda bing. I've heard depending on your broker the level of quality may not be as good and certain types of trades have been added over the years (all part of a big gubment plan), but basically by t...

MG,

Are you doing AbsRelative this way? If something is plus 30% and something else is -31% you go with -31 over +30 or is it Antonacci AbsMo?

I was really interested in a recent thread that showed increasing the equity portion and decreasing the gold portion of the PP made little if no difference in long term returns.  Since I am currently at that ratio (35/50/15) I'm considering adopting that as a permanent allocation. I basically agree...

What the heck and totally useless... ??? Stocks - Down to slightly up by year's end Bonds - Flat to slightly down Gold - Up Prognostication... The bull turns into a bear, but a regular one...like -15 to -25% Bonds basically go nowhere counterbalanced by the bear in stocks (bonds up), down on the rec...

Do you use Amibroker for your studies/

I think if you look at the evidence it is pretty clear what is going on. The United States is just flat out more dangerous than most other countries similar to the US. For example, 43 US officers were killed by gunfire this year. There have been zero in both the UK and Australia and three in Canada ...

Going toward the wire...

Versions

UWM 12.27
UWM w/XIV 8.98

SSO 17.54
SSO w/XIV 12.99

QLD 22.89
QLD w/XIV 17.13

SPY 10.48

Real Money...17.33

MachineGhost wrote: Isn't it funny how everyone all trips over themselves not to come to the logical frackin' conclusion? 

No kidding. People forget their life has a "path dependency" as well and it may not tack with an asset class at the right time.

Very interesting article here...maybe this PP thing isn't such a bad idea. :-)


https://www.aqr.com/cliffs-perspective/ ... e-long-run

Volatility of the assets in the PP and how they interrelate...what doesn't suck in a PP at some point in time? If you are having a bond discussion open up three other discussions and all four miss the entire point and theory of the PP. True, but it makes for interesting conversation as we each have...

Given we do not time between allocations in a PP, I think there is probably a good case to be made for taking the top two or maybe just one of SPY, IWM, EFA and EEM for the 25% stock portion and swapping out using a momentum sort. There is likely long term data that would support as well, but since...

There is no downward income trend ala Piketty and I think wages aren't either if all non-wage benefits are included.  The wealth gap is growing, sure, but so long as the bottom grows as well and is better off than 95% of the planet, it's a problem in search of a cure. I think the transition to post...

Raising minimum wage in places like CA will just make illegal immigration worse and not solve the lower wage issue. This is because CA (and other states) refuse to enforce employment laws. A high minimum wage will just incentivize employers to not hire legal residents and hire more illegals that th...

Its a largely political move - to appeal to the Democratic base.  It ultimately hurts the same people that support it, along with small business owners. Only about 4.3% of workers make the minimum wage (95.7% make more) now, so it will not affect a huge number of workers or substantially drive pric...

It's not as if large cap stocks can't ever be value; they just tend to be glamor stocks because market-cap weighting in the indexes consistently overvalues them.  It is a pseudo-momentum effect. Since we are in the VP section of this forum and not bound by PP orthodoxy here...it is pretty clear I'm...

Reub wrote: What would a PP consisting of VBR, SHY, GLD, and EDV look like over the past few years?

Rebalanced Annually

Yr      %
2008 4.4%
2009 1.6%
2010 14.8%
2011 13.9%
2012 4.7%
2013 -4.4%
2014 10.1%

CAGR: 6.31% Max DD -14.54 %

So everyone get ready to have gold spike down for what I am about to write. Last month I doubled up on gold (DGP) figuring I at least ought to get some tax harvesting out of this year's gold pain as the overall position wasn't going to change except for my Jan rebalance. In any event the old saying,...

With 1 mo to go... Assets: IWM, TLT, SHY, GLD (Classic PP w/small cap) and XIV (PP w/XIV Twist) and rebalanced quarterly 2x as above only 2x ETFs 3x as above only 3x ETFs 1x PP 4.30/-3.70 DD 2x PP 9.14/-6.92 DD 3x PP 13.61/-9.91 DD 1x Twist 7.41/-10.85 DD 2x Twist 11.22/-12.85 DD 3x Twist 14.72/-14....

Wow...we are in interesting waters. I'd say when your country is devaluing your currency like crazy you have no choice but to go elsewhere. Either switch your cash to a foreign currency or gold. I checked Yen/Gold and it is actually ~up 8% in Yen. 128Kish in Jan 138Kish now.

This really makes me want to try it out in a VP! However, I worry that all the buying and selling required for the very frequent rebalancing will incur transaction costs that cut the returns down a lot. I found myself in this position with 3x PP a couple of weeks ago.  Needed to rebalance after jus...

Don't get me wrong...I am not a gold fan/bug per se, but I am a fan of it in this portfolio construct. See my post about volatility and yours ref the non-rebalanced PP. I know what you're getting at and there can be a case made for having the risk contribution of the PP equalized, but the long-term...

Nothing at all suspicious about 9,000 short contracts for gold (20x the normal volume) being dumped on the lunchtime Asian markets in a minute or two (where liquidity is thinnest from a global perspective) at the same time every other day for the last month - right?   http://www.zerohedge.com/news/...