4. Among Constant Proportion investment strategies, there will be a range of investment sizes that will be profitable, with sizing above and below that rapidly becoming increasingly unprofitable. And the range of profitable sizes is strongly related to the quality of the investment.
5. For a given investment, the realistic strategies which turn a profit are typically quite a small subset of the infinite number of total strategies to choose from.
Did any of you backtesters find any interesting allocations other than 4x25%?
Jack Jones wrote: ↑Thu Jul 07, 2022 10:27 am
This seems relevant to the Permanent Portfolio, but since the article discusses the B-word, I'll post here instead.
4. Among Constant Proportion investment strategies, there will be a range of investment sizes that will be profitable, with sizing above and below that rapidly becoming increasingly unprofitable. And the range of profitable sizes is strongly related to the quality of the investment.
5. For a given investment, the realistic strategies which turn a profit are typically quite a small subset of the infinite number of total strategies to choose from.
Did any of you backtesters find any interesting allocations other than 4x25%?