Search found 713 matches

by samsdad
Thu Sep 12, 2019 8:25 am
Forum: Personal Finance (Not Investing)
Topic: Potential excess ROTH
Replies: 6
Views: 522

Re: Potential excess ROTH

Thanks again to all of you!
by samsdad
Wed Sep 11, 2019 7:54 pm
Forum: Personal Finance (Not Investing)
Topic: Potential excess ROTH
Replies: 6
Views: 522

Re: Potential excess ROTH

Thank you very much Alan for taking your time to answer my questions. I truly appreciate your assistance. I have a couple of follow ups, if you wouldn't mind sharing a little more of your time. ... There are obviously several moving parts here, the main one being your modified AGI, but there are oth...
by samsdad
Wed Sep 11, 2019 11:37 am
Forum: Personal Finance (Not Investing)
Topic: Potential excess ROTH
Replies: 6
Views: 522

Potential excess ROTH

I need advice on what to do. I've been contributing to my newly opened (2019) Roth throughout the year thinking that DW and I were going to be under the income phaseout/cutoff. Turns out we might be over, if my small business gets a big order in the next few months (looks increasingly likely). To ma...
by samsdad
Sun Sep 08, 2019 12:14 pm
Forum: Investing - Theory, News & General
Topic: [Leveraged ETFs vs. Bogleheads Investment Philosophy]
Replies: 113
Views: 4249

Re: [Leveraged ETFs vs. Bogleheads Investment Philosophy]

Back in the original HF-excellent-adventure thread, I posted this: https://www.bogleheads.org/forum/viewtopic.php?f=10&t=272007&p=4407878&hilit=stunning#p4407878 In that post I quote from a paper that can be found here: https://www.sciencedirect.com/science/article/pii/S0378426614000703?via%3Dihub S...
by samsdad
Wed Sep 04, 2019 9:15 pm
Forum: Investing - Theory, News & General
Topic: Two-year SIMPLE IRA transfer question
Replies: 6
Views: 326

Re: Two-year SIMPLE IRA transfer question

Does this mean that after two years, any additional monies that are deposited into the SIMPLE can immediately be transferred to a traditional IRA or does the two-year period apply to each tranche? In case it was not clear from the previous replies. After two years, you can rollover the entire balan...
by samsdad
Wed Sep 04, 2019 1:22 pm
Forum: Investing - Theory, News & General
Topic: Two-year SIMPLE IRA transfer question
Replies: 6
Views: 326

Re: Two-year SIMPLE IRA transfer question

In regards to your post above, read this. https://finance.zacks.com/can-individual-make-ira-simple-ira-contributions-1902.html Cheers Right, so with today’s numbers for someone under the age of 50, 6k max tIRA or Roth contribution, plus 13k max SIMPLE contribution, for 19k max contributions (employ...
by samsdad
Wed Sep 04, 2019 1:01 pm
Forum: Investing - Theory, News & General
Topic: Two-year SIMPLE IRA transfer question
Replies: 6
Views: 326

Re: Two-year SIMPLE IRA transfer question

The 2 years does not reset it is the date on which you first participated . However, a special rule applies to a distribution received from a SIMPLE IRA during the 2-year period beginning on the date on which you first participated in your employer’s SIMPLE IRA plan. https://www.irs.gov/retirement-...
by samsdad
Wed Sep 04, 2019 10:19 am
Forum: Investing - Theory, News & General
Topic: Two-year SIMPLE IRA transfer question
Replies: 6
Views: 326

Two-year SIMPLE IRA transfer question

Apparently there is a two-year waiting period that must pass after the first deposit into a SIMPLE IRA before transferring the monies therein to, say, a traditional IRA unless you want to incur the penalty. Does this mean that after two years, any additional monies that are deposited into the SIMPLE...
by samsdad
Wed Aug 21, 2019 12:57 pm
Forum: Personal Consumer Issues
Topic: Best undergrad majors ahead of Law school?
Replies: 75
Views: 3642

Re: Best undergrad majors ahead of Law school?

Inactive lawyer here. I earned both an English BA and philosophy BA. I feel both degrees were valuable when I was practicing civil litigation. A lot of lawyering is about persuasion. Whether it's verbal or written, persuasive ability mostly comes from clear strategic thinking. Goal-orientated thinki...
by samsdad
Fri Aug 16, 2019 6:41 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure Part II: The next journey

The Fed is considering 50- and 100-year treasuries. https://www.bloomberg.com/news/articles/2019-08-16/u-s-treasury-to-do-market-outreach-again-on-ultra-long-bonds-jzejo2qu?srnd=premium I wonder if they’re issued if vineviz will feel that perhaps, just perhaps, the 100-year variety might be just a t...
by samsdad
Thu Aug 15, 2019 10:51 am
Forum: Investing - Theory, News & General
Topic: GE shares tank more than 13% after Madoff whistleblower calls it a ‘bigger fraud than Enron'
Replies: 101
Views: 10435

Re: GE shares tank more than 13% after Madoff whistleblower calls it a ‘bigger fraud than Enron'

Actionable?

In other news, one of their 6DJ8 vacuum tubes from the 60s sounds great in my dad’s amplifier.
by samsdad
Thu Aug 15, 2019 9:14 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

The SMA calculation doesn't seem consistent with their approach with target volatility, but it wouldn't surprise me if they're anchoring the starting point. If you use the contact us button on PV, you'll get a response within 24 hours. I actually got an answer to my question on a Sunday. Also, I th...
by samsdad
Wed Aug 14, 2019 3:23 pm
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

Got an email back from them. Here's what they said: Normally when you define the moving averages in calendar month terms rather than in trading days, the end of month samples are used, so 2-month SMA would calculate the average of the most recent month’s and the previous month’s adjusted close. For ...
by samsdad
Wed Aug 14, 2019 10:33 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

Gonna try another one. Here's what PV says about UPRO today: Next period predicted allocation based on market data as of 08/13/2019. Adjusted close of UPRO at $53.03 is 4.81% below its 2-month SMA at $55.71. I'll try my hand by getting the yahoo data and starting July 1st... EDIT: Well, starting Jul...
by samsdad
Wed Aug 14, 2019 10:33 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

This is just a guess, but I believe they are starting with July 1 which results in a SMA of 274.43 using Yahoo adjusted close data. Since we are in August, I think PV may be anchoring on July 1 as the starting point and uses the logic the SMA will be correct at the end of August. Even though they a...
by samsdad
Wed Aug 14, 2019 10:07 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

Since I managed to rope you two into this :D , check out what I wrote in another thread below. Both can't be right... I have a PortfolioVisualizer question for you PV experts: I'm considering using a 2-month SMA (monthly rebalancing) strategy like this*: https://www.portfoliovisualizer.com/test-mark...
by samsdad
Wed Aug 14, 2019 9:59 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

Did you check adjusted closing price or straight closing price? PV may be including dividends... Just a thought Good thought. Whether I start from June 11 up to June 14, and then go to Aug 12 or Aug 13, the largest SMA for adjusted close is 273.18 the largest SMA for close is 273.43 And end of June...
by samsdad
Wed Aug 14, 2019 9:12 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

I'm still trying to figure out how PV calculates the 2-month simple moving average. I'm not the only one who can't figure it out. See this thread: https://www.bogleheads.org/forum/viewtopic.php?f=10&t=288143 It may have a bearing on this strategy, so if you like math riddles, head on over and perhap...
by samsdad
Wed Aug 14, 2019 9:02 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

Re: 2 month SMA calculation in Portfoliovisualizer . . .

GrowthSeeker wrote:
Wed Aug 14, 2019 8:43 am
So, you raise a good question.
Thank goodness someone else can’t do it either. I’ve tried this with other tickers as well, and still get a different result than what PV says.

Perhaps someone else can solve the mystery . . .
by samsdad
Wed Aug 14, 2019 6:04 am
Forum: Investing - Theory, News & General
Topic: Treasury 2-10 year yield curve has inverted!
Replies: 115
Views: 10385

Re: Treasury 2-10 year yield curve has inverted!

Inverted isn't always bad. We've known as much since May 12, 1986: https://www.youtube.com/watch?v=MGyQarhoz8E
by samsdad
Wed Aug 14, 2019 5:56 am
Forum: Investing - Theory, News & General
Topic: 2 month SMA calculation in Portfoliovisualizer . . .
Replies: 17
Views: 644

2 month SMA calculation in Portfoliovisualizer . . .

Despite 3 college degrees and passing AP calculus in high school some 25 years ago, I can't figure out how portfoliovisualizer got its number for a 2-month simple moving average for VFINX. You'll find it if you click the "Timing Periods" tab and then scroll to the bottom: https://www.portfoliovisual...
by samsdad
Tue Aug 13, 2019 3:50 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

I have a PortfolioVisualizer question for you PV experts: I'm considering using a 2-month SMA (monthly rebalancing) strategy like this*: https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&timingModel=5&startYear=1985&endYear=2019&initialAmount=10000&periodicAdjustm...
by samsdad
Tue Aug 13, 2019 1:47 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

AZAttorney11 wrote:
Tue Aug 13, 2019 1:07 pm
Can we get a "show of hands" of those posters who are participating in this excellent adventure? I'm out (for now), but this is the most intriguing thread I've ever read on this forum (market timer's classic is a close second).
Present—in a variation of this; may vary it more in the future.
by samsdad
Sun Aug 11, 2019 11:11 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Can someone please help me with the UPROSIM data. How does one get this data into PV? I'm sure this has been explained in this thread, but would rather not go through 67 pages :D Thanks! What, you don’t believe us?!? See my prior post on how to do this: https://www.bogleheads.org/forum/viewtopic.ph...
by samsdad
Sun Aug 11, 2019 11:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

I do find it comical how your three backtest periods are during a bull market. How did 55/45 do overall...? Over the time period 1955-2018, anyway, the returns were higher all the way up to 55% UPRO / 45% TMF. It's pretty bold, though. Little OGs might want to spring for the milder version at 50% U...
by samsdad
Sun Aug 11, 2019 10:49 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Can someone please help me with the UPROSIM data. How does one get this data into PV? I'm sure this has been explained in this thread, but would rather not go through 67 pages :D Thanks! What, you don’t believe us?!? See my prior post on how to do this: https://www.bogleheads.org/forum/viewtopic.ph...
by samsdad
Sun Aug 11, 2019 10:13 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Can someone please help me with the UPROSIM data. How does one get this data into PV? I'm sure this has been explained in this thread, but would rather not go through 67 pages :D Thanks! What, you don’t believe us?!? See my prior post on how to do this: https://www.bogleheads.org/forum/viewtopic.ph...
by samsdad
Sun Aug 11, 2019 10:02 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

<snip> In the 4.5 years since Jan 2015, this strategy has mainly trailed the SP500. After the run-up this year it's back to about even with it....all while being much more volatile. Meh. Notwithstanding interest rates and their implications, in the many hours I’ve looked at this and other variation...
by samsdad
Sun Aug 11, 2019 9:43 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51899

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

<snip> In the 4.5 years since Jan 2015, this strategy has mainly trailed the SP500. After the run-up this year it's back to about even with it....all while being much more volatile. Meh. Notwithstanding interest rates and their implications, in the many hours I’ve looked at this and other variation...
by samsdad
Sun Aug 11, 2019 8:53 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

HEDGEFUNDIE wrote:
Sat Aug 10, 2019 3:12 pm
I am taking these critiques seriously, and will be issuing a revision to the strategy tomorrow.
Did I miss the revision or has it not happened yet? Asking for a friend...
by samsdad
Sat Aug 10, 2019 10:41 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

HawkeyePierce wrote:
Sat Aug 10, 2019 10:20 pm
How did you get those results from PV? I'm getting 5.77% CAGR for June 2003 - Nov 2009.
I was using the simulated dataset that goes back to 1955. When I switch to the OP dataset, I also get 5.77.

Whew! I thought I had screwed up the rebalancing period again!
by samsdad
Sat Aug 10, 2019 10:16 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

That's a good find. The rates were higher than today but so were the PEs so maybe we call that even. I'd say that ~8.5-10.5% is a pretty good estimate of what you could expect from this strategy if you don't have any inclination about rates or price-to-earnings appreciation. Which I imagine most do...
by samsdad
Sat Aug 10, 2019 9:58 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Nov 16, 2012 - 20 year yield was 2.31 Jul 31, 2019 - 20 year yield was 2.31 from PV, 1 jan 2013 to 31jul 19, Upro/tmf annual rebalance - 40/60 =21.6 CAGR, 50/50=24.6 CAGR verse vgd 500 14.0 CAGR S&P 500 PE Nov 2012 = 16.12 S&P 500 PE Aug 2019 = 21.72 Do you feel like you can predict interest rates?...
by samsdad
Fri Aug 09, 2019 7:13 pm
Forum: Personal Consumer Issues
Topic: Vehicle Air horn
Replies: 29
Views: 2398

Re: Vehicle Air horn

Truck air horns are regulated by law. You might want to read up on that before installing one in what I assume is a regular passenger vehicle. Also, truck air horns are designed to alert other drivers that a potentially lethal situation is about to occur. In accidents with big trucks, apparently the...
by samsdad
Thu Aug 08, 2019 10:07 pm
Forum: Investing - Theory, News & General
Topic: First 20% of bonds in long-term Treasuries
Replies: 290
Views: 18280

Re: First 20% of bonds in long-term Treasuries

Vineviz,

Perhaps you missed it upthread, but I was hoping to get your take on the idea posed there that there’s a (practical) ceiling on future long-term treasury returns even if interest rates drop (as opposed to the common worry that they’ll go up).

Your thoughts?
by samsdad
Thu Aug 08, 2019 5:46 am
Forum: Investing - Theory, News & General
Topic: First 20% of bonds in long-term Treasuries
Replies: 290
Views: 18280

Re: First 20% of bonds in long-term Treasuries

Vineviz, In your opinion, are long-term treasuries essentially limited in how much they can return in the future—as described in this exchange below? We make out like bandits. It is good to keep perspective. Stealing this from Kevin M A drop from about 3% to about 2% on 20-30 year Treasuries gives y...
by samsdad
Sat Aug 03, 2019 4:32 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

I'd love to look at the simulated data that goes back farther, but I'm not sure where folks have gotten that. It’s in the original post. See the blue hyperlink about half-way through the post that says “here.” Also, I haven’t looked at your data yet. If you could include the equations that you’re u...
by samsdad
Fri Aug 02, 2019 9:54 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

So did you guys use the “Target volatility” tool on PV to do this? You basically plug in UPRO as your asset and use TMF instead of cash for the “out of market asset”? Set the volatility to whatever annual std deviation you desire, And then run the test, click on “timing periods” and then scroll dow...
by samsdad
Fri Aug 02, 2019 9:28 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

So did you guys use the “Target volatility” tool on PV to do this? You basically plug in UPRO as your asset and use TMF instead of cash for the “out of market asset”? Set the volatility to whatever annual std deviation you desire, And then run the test, click on “timing periods” and then scroll dow...
by samsdad
Thu Aug 01, 2019 1:40 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

For some reason PV won’t allow me to specify at 15-day look-back period. The shortest I can do is a month. Can you tell me your settings? Switch "volatility timing periods" to "multiple periods." Then you can specify days (min. 10 days, IIRC) and also assign weights to certain periods. i.e. 50% wei...
by samsdad
Thu Aug 01, 2019 1:21 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Super interesting. Definitely a bunch of 100% UPRO months. Looks like Sortino is maxed at 16% downside volatility. Sharpe at 15% or 16%. Very interesting stuff. Well I just chose an arbitrary number at 15%, honestly, but we can do all kinds of overfitting if we want. For some reason, a 15 day lookb...
by samsdad
Wed Jul 31, 2019 2:17 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Same place you find PV's allocation for the next period: Next period predicted allocation based on market data as of 07/30/2019. Realized annualized volatility is 22.32% over the volatility period(s). The adaptive allocation lists daily volatility but it is the same metric. I actually was chatting ...
by samsdad
Wed Jul 31, 2019 12:32 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

Same place you find PV's allocation for the next period: Next period predicted allocation based on market data as of 07/30/2019. Realized annualized volatility is 22.32% over the volatility period(s). The adaptive allocation lists daily volatility but it is the same metric. I actually was chatting ...
by samsdad
Wed Jul 31, 2019 12:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

After reviewing some posts by willthrill81 and vineviz, I'm thinking of modifying my strategy a little using the target volatility function in portfoliovisualizer using 80/20 equities/LTT as an upper limit. Doing some backtesting, it seems to have ameliorated the drops since 87. Does anyone have an...
by samsdad
Wed Jul 31, 2019 8:46 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

After reviewing some posts by willthrill81 and vineviz, I'm thinking of modifying my strategy a little using the target volatility function in portfoliovisualizer using 80/20 equities/LTT as an upper limit. Doing some backtesting, it seems to have ameliorated the drops since 87. Does anyone have an...
by samsdad
Wed Jul 31, 2019 8:09 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

This is a fascinating thread. Thanks for posting it. I’m confused about something (well, many things) but why is you return 15% when S&P is up 20% YTD? That was as of May (he's doing quarterly rebalancing based on when he started, and I don't think HEDGEFUNDIE started on the first trading day of th...
by samsdad
Wed Jul 31, 2019 6:51 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

After reviewing some posts by willthrill81 and vineviz, I'm thinking of modifying my strategy a little using the target volatility function in portfoliovisualizer using 80/20 equities/LTT as an upper limit. Doing some backtesting, it seems to have ameliorated the drops since 87. Does anyone have an ...
by samsdad
Sun Jul 28, 2019 8:51 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]
Replies: 3353
Views: 274353

Re: HEDGEFUNDIE's excellent adventure [risk parity strategy using 3x leveraged ETFs]

I'm all in. My total portfolio is currently 82.5% PIMCO StocksPLUS® Long Duration Fund and 17.5% Vanguard Total Intl Stock Index Trust. Over the next few months I will add to the international side to bring it back to my international target. I can't get this fund (PSLDX) out of my head. Have been ...