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Just for Fun #2 - The Middle Kingdom

Posted: Tue Aug 18, 2020 11:43 pm
by Kbg
Midcaps are interesting and very similar to ITTs within their asset class. If you perform a rolling 10 analysis over different economic and interest rate regimes, it is clearly better to be in either Large/Small cap or LTT/STT, but the middle kingdom just gives you the in between result.

40% Midcap Blend
40% Intermediate Treasuries
20% Gold