Tuesday, December 1, 2015
December 2015 Allocations
I've decided to stop tracking the GMR, Simple GMR and GTCR strategies, since in my books, they've failed in their promise. I'm keeping Dual Momentum around for now, with the addition of the two new strategies I recently presented: Vanguard High Growth and Low Volatility Bond strategies.
Subscribe to:
Post Comments (Atom)
I've been following your blog for a while now. I've had similar experience as your GMR this year with a rotation strategy that I use based on relative strength. I'm gravitating away from relative strength to purely moving average strategy of broader assets. Something like this http://bit.ly/1IpAJbW
ReplyDeleteHi Srini - Thanks for writing! That's a very interesting strategy, with a nice stable equity curve and long backtest period. Very similar CAGR/Max DD to the "Simple Pair Switching" strategy. I'd like to present this one, along with a Google Spreadsheet. Is it a strategy you came up with or did you use another source, so I know who to give credit? -QH
DeleteNot from any other source. Something I stumbled upon while experimenting on portfolio visualizer. Feel free to use it.
ReplyDeleteI'm trying to create a similar one with just ETFs so that it can be implemented in motifinvesting.com where rebalancing can be done very easily. For all these very similar strategies, the consideration for me is also ease of implementation. Fidelity seems to have a basket trade option but currently does not support Mutual funds. A similar well diversified strategy with ETFs can be executed easily every month with click of a button as opposed to selling and buying 10+ mutual funds.
ReplyDelete