Search found 90 matches

by coingaroo
Fri Oct 23, 2020 2:22 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

As someone who started their adventure recently, I’m strongly leaning towards just pulling out and waiting until TMF comes back to earth. Maybe once it hits 28. It’s odd that if just feels too risky because of the bond portion. Going to try to short tmf until January too. What are some temporary al...
by coingaroo
Tue Oct 20, 2020 8:41 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Does it strike anyone else as odd that the longest post in BH history concerns financial actions that Bogle probably wouldn't approve of? Holding a diversified basket of US Stocks and Treasury Bonds, in Sharpe-optimal ratios, with the understanding this is a long term, 10-20+ year investment, in th...
by coingaroo
Sun Oct 18, 2020 4:18 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

I have a question about a catastrophe loss risk Which is more risky 100% in a stock like Apple or Microsoft (buy and hold for 10 years ) with no stop loss Or 100% in tqqq or upro for 10 years with a 20% stop loss ? For some reason I am thinking all in one stock is less risky and probably would have...
by coingaroo
Wed Oct 14, 2020 11:23 am
Forum: Investing - Theory, News & General
Topic: Burton Malkiel de-emphasizes bonds
Replies: 24
Views: 2864

Re: Burton Malkiel de-emphasizes bonds

I honestly don't know where coingaroo got that idea that as the Fed raises rates, real rates also go up. I can't find it in the book but hopefully he'll chime in. I might've missed it. I have reread the section (in Andrew Ang's "Asset Management: A Systematic Approach to Factor Investing"), and I c...
by coingaroo
Wed Oct 14, 2020 9:06 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

It seems about half this thread (more?) has been focused on what TMF (or other bond variants of it) might yield over the next decade+ given the rate we're starting with today, and what that means for the viability of this strategy. After some deliberation, I decided to go with an even heavier equit...
by coingaroo
Fri Oct 09, 2020 7:49 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

This is consistent with my own experiments where I found that simplistic timings methods don't improve expected utility out-of-sample. I was only able to obtain positive out-of-sample performance by combining multiple complicated models. Even then I'm not sure if the results are economically signif...
by coingaroo
Thu Oct 08, 2020 9:02 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Agree with all the thoughts here that this is a long term strategy. I am actually not concerned about the drop in TMF values: yields are going up and as long as it's not a lot of see-sawing (vol decay). Ultimately this means more crash protection and more returns for a long term investor, as higher ...
by coingaroo
Mon Oct 05, 2020 12:12 am
Forum: Investing - Theory, News & General
Topic: Hedgie's 55/45 With Other 3x Bond ETFs
Replies: 14
Views: 1343

Re: Hedgie's 55/45 With Other 3x Bond ETFs

I was thinking of possibly introducing TYD (3x mid-term) and TBT (3x short term) bond ETFs to hedgie's portfolio That makes even less sense than leveraging long term bonds, as leverage is a negative allocation to cash and the shorter the bond duration the more cash-like it becomes. Leverage also in...
by coingaroo
Sun Oct 04, 2020 12:19 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Stop playing with inverse volatility, adaptive allocation, whatever, etc. You will get burned. I'm saying this as someone who played around with inverse volatility (SPY/IEF, 8%). It looked GREAT in backtests. So I started doing it around the start of 2018. Two years later, my CAGR is half as buy and...
by coingaroo
Sun Oct 04, 2020 12:09 am
Forum: Investing - Theory, News & General
Topic: Treasurys no longer provide the ballast for a portfolio
Replies: 106
Views: 8385

Re: Treasurys no longer provide the ballast for a portfolio

Most Bogleheads are not playing the same game as the author of the article, to borrow phrasing from the latest Bogleheads Podcast guest. A buy and hold TBM or intermediate treasury fund holder owns those bonds because they are boring . That is their job. If interest rates fall a bit, they get an un...
by coingaroo
Tue Sep 29, 2020 9:37 am
Forum: Investing - Theory, News & General
Topic: Riding HEDGEFUNDIE’s excellent adventure
Replies: 51
Views: 7073

Re: Riding HEDGEFUNDIE’s excellent adventure

Start date: 17/07/20 Approach: Fixed allocation - 60/40 TQQQ/TMF Rebalancing frequency: With new contributions, plus discretionary rebalancing during high-vol periods Return (total / YTD): 6.81% / 6.81% Initial contribution: $25k Additional contributions: ~$38k so far, plus on-going ad-hoc contribut...
by coingaroo
Tue Sep 29, 2020 9:34 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Are you saying that the expected return of a bond has nothing to do with the bond's yield? An argument you can make is that starting yields also determine the equity risk premium, and so low bond yields don't necessarily mean it is less attractive than stocks: the market pricing mechanism should en...
by coingaroo
Mon Sep 28, 2020 4:48 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Low rates are double bad for TMF because its ER, as well as its futures financing premiums are fixed and do not go down as rates go down.
by coingaroo
Wed Sep 23, 2020 12:14 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

You picked a period without any stock crashes and recoveries, of course buying insurance would look bad. Try August 2012 through July 2019. OK, august 2012 to July 2019. Starting yield 2.55%. Current yield 1.22%. Nowcasted returns Returns Stdev Sharpe(RF=0) 60% UPRO / 40% TMF 21.35% 20.93% 1.02 60%...
by coingaroo
Wed Sep 23, 2020 12:03 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

TMF has proven to be negatively correlated to stock crashes. The insurance pays out and then you rebalance . That’s what generates the alpha in this strategy. You can do the same with cash but the effect is lessened. This mechanism you describe can be obtained strictly cheaper with a short on the i...
by coingaroo
Wed Sep 23, 2020 11:45 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

You know what else has negative expected value? Insurance. Of all kinds. That doesn't make much sense to me. 1. You never want to actually buy insurance when investing. Like, you wouldn't hold 80% QQQ and 20% SQQQ; it is strictly better to hold 60% QQQ and 40% cash. 2. That example also applies her...
by coingaroo
Wed Sep 23, 2020 11:16 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Very interesting analysis! I did some tests to see whether 50% QQQ, 50% TQQQ (net exposure: 2x, same as QLD) would outperform QLD. It actually didn't. I guess vol drag of TQQ outweighs the ER increase. I also believe TQQQ pays higher borrowing costs (given the higher risks involved to lenders) than ...
by coingaroo
Wed Sep 16, 2020 9:08 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Hi everyone, I updated my file ( v4.0 now) to include some new features: 🎈 Added a warning to indicate a refresh of the data is required 🎈 Option to include/exclude latest day's data This is very useful if one wants to calculate the reallocation and perform the reallocation on the same day. I've no...
by coingaroo
Tue Sep 15, 2020 9:25 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Since I'm an XVZ proponent, I looked into this. That fund will hold a lot of equities from time to time which explains the superior performance during bull periods. However, we're trying to get our equity exposure through UPRO/Other equity leveraged etfs. So for pure crash protection, I'm going to ...
by coingaroo
Thu Aug 20, 2020 10:04 am
Forum: Personal Finance (Not Investing)
Topic: How to quit a job for retirement
Replies: 61
Views: 5305

Re: How to quit a job for retirement

Two weeks of collecting a check but not really having much responsibility isn't bad. I'd give notice.
by coingaroo
Thu Aug 20, 2020 10:01 am
Forum: Investing - Theory, News & General
Topic: Simulated Future 10 Year Treasury Returns
Replies: 23
Views: 1186

Re: Simulated Future 10 Year Treasury Returns

Consider a situation where rates moderately increase (increasing your yield), and decrease when it is perfectly timed with the collapse of your stock holdings. You rebalance quarterly and get some rebalancing bonus.
by coingaroo
Wed Aug 19, 2020 8:38 am
Forum: Investing - Theory, News & General
Topic: Investors Are Clinging to an Outdated Strategy — At the Worst Possible Time
Replies: 93
Views: 12241

Re: Investors Are Clinging to an Outdated Strategy — At the Worst Possible Time

VXTH and other tail risk hedging strategies only work for sudden and rapid movements like what we saw earlier this year. It would have been nearly completely ineffective against the GFC crash, for example.

It's an active bet on the speed of crashes. Not a solution.
by coingaroo
Wed Aug 19, 2020 4:50 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Other side of TIPS is while nominal yields are capped at zero (or close to zero), to quote Bridgewater's article, "there is no lower limit to either real yields or breakeven inflation", hence no cap to LT TIPS potential appreciation. That's one response to the TMF conundrum, "which asset can offer ...
by coingaroo
Tue Aug 18, 2020 6:15 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

After reading https://www.bridgewater.com/grappling-w ... everywhere (which I highly recommend), you know what I think would be nice?

A 3x leveraged TIPS fund.
by coingaroo
Sun Aug 16, 2020 1:23 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

There is no reason to believe futures are cheaper than leveraged ETF's after subtracting the TER and a small spread to cover the cost of the bank. Futures are priced by the same capital markets that price LETF's. Rather, the high spread seems to indicate that there is much more demand for longing t...
by coingaroo
Sun Aug 16, 2020 12:21 am
Forum: Investing - Theory, News & General
Topic: Grappling with the New Reality of Zero Bond Yields Virtually Everywhere
Replies: 69
Views: 6120

Re: Grappling with the New Reality of Zero Bond Yields Virtually Everywhere

May I also point out that: * even with Fed intervention, the market should equivalently balance assets based on risk/reward; which in this case suggests that stocks should be trading at unattractive and low-forward-return prices as it is doing today ; and stocks may lose 30% or 50% of its value agai...
by coingaroo
Sun Aug 16, 2020 12:12 am
Forum: Investing - Theory, News & General
Topic: Grappling with the New Reality of Zero Bond Yields Virtually Everywhere
Replies: 69
Views: 6120

Re: Grappling with the New Reality of Zero Bond Yields Virtually Everywhere

Their overall point is that there is a significantly higher chance of inflation now than previously given MP1 and MP2 have largely run their course with rates where they are, and the government will need to rely on fiscal expansion in order to further stimulate the economy. The combination of lower...
by coingaroo
Fri Aug 14, 2020 9:35 pm
Forum: Investing - Theory, News & General
Topic: Grappling with the New Reality of Zero Bond Yields Virtually Everywhere
Replies: 69
Views: 6120

Re: Grappling with the New Reality of Zero Bond Yields Virtually Everywhere

The first is up until recently we have not had a near zero interest rate AND a flat term structure. The upward sloping yield curve is what has allowed bonds to provide a strong total return in response to the latest round of Fed balance sheet expansion. Given the flat yield curve investors can no l...
by coingaroo
Fri Aug 14, 2020 4:46 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Bit of a different topic. Anyone know what financing rates TQQQ and TMF are currently paying in this environment? Especially interested in TMF. Want to quantify the "borrow short; lend long" effect. EDIT: The only things I could find is the annual reports for last year. It's hard to tell what the s...
by coingaroo
Fri Aug 14, 2020 12:44 am
Forum: Investing - Theory, News & General
Topic: U.S. stocks continue to soar!
Replies: 9388
Views: 750721

Re: U.S. stocks continue to soar!

My equity allocation has increased by roughly 2500 bips since the crash. I am thinking of not only staying at this level but considering increasing it maybe another 2000 bips. Maybe it is TINA talking, or retirement but I am feeling very economically liberated. I am not considering making this move...
by coingaroo
Fri Aug 14, 2020 12:20 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Bit of a different topic. Anyone know what financing rates TQQQ and TMF are currently paying in this environment? Especially interested in TMF. Want to quantify the "borrow short; lend long" effect. EDIT: The only things I could find is the annual reports for last year. It's hard to tell what the sp...
by coingaroo
Wed Aug 12, 2020 8:23 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Meaty wrote: Wed Aug 12, 2020 8:06 am I think the big risk is stagflation, rapidly rising rates, or TMF and UPRO becoming correlated. I don’t see those risks developing
All of these 3 risks can be mitigated by adding gold (UGL).

---

For those doing TQQQ / TMF like me, what's your allocation? I'm 60/40.
by coingaroo
Sun Aug 09, 2020 10:51 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

New forum member here. Not sure if this post is relevant to this thread, if not my apologies. I came across this website a few months ago https://wantelbos.github.io/ which is a leveraged volatility targeted balanced allocation strategy. I have invested 25% of my portfolio to this strategy. Any com...
by coingaroo
Sun Aug 09, 2020 10:36 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Yes, that is a good estimate. At the time of his latest update, I was also nearly back to my original investment (I think the balance went down to around $84k and I started with about $82k). My Roth is currently just under $200k, so yeah HEDGEFUNDIE being at around $225k currently is a probably goo...
by coingaroo
Mon Jul 20, 2020 5:32 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

I purchased some synthetic VIXY backtested data. You are right: it is ineffective in slow market declines like the GFC, providing ineffective protection. I guess stocks and bond it is. Sad, with bonds at near zero interest rates. https://i.imgur.com/sSujJfc.png Any other strategies (including algori...
by coingaroo
Sun Jul 19, 2020 8:50 am
Forum: Investing - Theory, News & General
Topic: Burton Malkiel de-emphasizes bonds
Replies: 24
Views: 2864

Re: Burton Malkiel de-emphasizes bonds

1) I think one should completely ignore anyone who warns against "bonds" because of inflation concerns without even mentioning TIPS. I am not saying that TIPS are the answer to everything or that everyone should have them or that they have no issues. I am saying that anyone does not even mention th...
by coingaroo
Sun Jul 19, 2020 8:44 am
Forum: Investing - Theory, News & General
Topic: Burton Malkiel de-emphasizes bonds
Replies: 24
Views: 2864

Re: Burton Malkiel de-emphasizes bonds

Seems strange for the author of 'A Random Walk Down Wall Street' talking about his favorite dividend stocks and making judgements like 'they had some troubles but they're coming back'...
by coingaroo
Sun Jul 19, 2020 5:08 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

I keep hearing that “well what if the fed doesn’t want negative rates”. Guess what? It’s not up to the fed. We just had negative rates a few weeks ago! It’s up to the market. The fed can only influence. If the rest of the world goes into negative rates, money will flood over here pushing our rates ...
by coingaroo
Sat Jun 20, 2020 2:42 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

Hi all, I've been following this thread for a while now, but finally posting! I'm interested in building a portfolio that takes advantage of holding and rebalancing out of VIX, much like what is described Doran 2020. I have access to historical option price data going back to 1996, and I'm first go...
by coingaroo
Sat Jun 20, 2020 8:32 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 6592
Views: 622462

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

+1 to ChrisBenn. If you're going to buy SWAN on margin , might as well as just buy SPY options yourself. A huge risk of buying SWAN on margin is that market makers might bite the dust one day (for one reason or another), ETF goes way down, and you get liquidated. The "reward" of buying SWAN is you.....
by coingaroo
Sat Jun 20, 2020 8:07 am
Forum: Investing - Theory, News & General
Topic: TVIX/TQQQ combo
Replies: 16
Views: 1271

Re: TVIX/TQQQ combo

I love TQQQ and I love volatility plays. I would not TVIX/TQQQ. As Semantics mentioned, an approach similar to VXTH is likely the way to go. Buy deep OTM VIX calls, depending on the forward value of VIX. VXTH for example: * spends 1% of the portfolio buying deep OTM VIX calls when forward VIX is bet...
by coingaroo
Mon Sep 02, 2019 7:28 am
Forum: Investing - Theory, News & General
Topic: Fidelity: When Zero does not mean free
Replies: 108
Views: 12426

Re: Fidelity: When Zero does not mean free

Even Vanguard does this, there's no difference. Wait a year and see what the brokerage expenses actually are. I doubt it will be significant whatsoever.
by coingaroo
Mon Sep 02, 2019 7:25 am
Forum: Investing - Theory, News & General
Topic: There And Back Again: My 180 Back To Simplicity
Replies: 15
Views: 4143

Re: There And Back Again: My 180 Back To Simplicity

I am always interested in keeping it simple, but as a small investor, reading about the author's highly professional background was necessary to keep his article in perspective: About the Author: Matt Tracey Matt Tracey is an investment management professional in New York, focusing on portfolio str...
by coingaroo
Mon Sep 02, 2019 7:22 am
Forum: Investing - Theory, News & General
Topic: First 20% of bonds in long-term Treasuries
Replies: 927
Views: 68385

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

In any given period, either the shortest term bonds or the longest term bonds are going to "work" the best from a Sharpe Ratio perspective. Intermediate bonds (which covers a pretty broad range) will never be the best. For those who are not trying match liabilities but are simply trying to construc...
by coingaroo
Mon Sep 02, 2019 7:10 am
Forum: Investing - Theory, News & General
Topic: Uncle Fred’s Second Coin – The Case for Leveraged Bonds
Replies: 133
Views: 9415

Re: Uncle Fred’s Second Coin – The Case for Leveraged Bonds

Once you decide to play the anti-correlation game, the Sharpe Ratios of individual components are no longer relevant. The higher volatility of PEDIX would have saved your butt more than leveraged STT during the GFC. Volatility in this case is a feature, not a bug. This is not exactly accurate. Asse...
by coingaroo
Sun Sep 01, 2019 2:58 am
Forum: Investing - Theory, News & General
Topic: Today the S&P was up and VOO was down
Replies: 12
Views: 2066

Re: Today the S&P was up and VOO was down

The VOO is one of the largest ETFs in the world, with market makers and hedge funds arbitrating it against its underlying value. A 0.5% difference will not occur out of arbiragable opportunities when there is liquidity in the market (and there is). Market makers will arbitrage for 1/5th that differe...
by coingaroo
Sat Aug 31, 2019 7:42 am
Forum: Investing - Theory, News & General
Topic: First 20% of bonds in long-term Treasuries
Replies: 927
Views: 68385

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

The prevailing recommendation is against holding LTTs in taxable accounts -- let's use EDV as an extreme example. But if one were limited on tax advantaged space, would you alter this recommendation? You can improve your tax efficiency in taxable accounts, through futures which are 60% LT capital g...
by coingaroo
Sat Aug 31, 2019 3:53 am
Forum: Investing - Theory, News & General
Topic: Uncle Fred’s Second Coin – The Case for Leveraged Bonds
Replies: 133
Views: 9415

Re: Uncle Fred’s Second Coin – The Case for Leveraged Bonds

I've red from some other posts, particularly https://www.bogleheads.org/forum/viewtopic.php?f=10&t=287627, that long term treasuries provide diversification benefits against stocks that STTs don't. I'm not understanding why this is the case. Is there a reason why LTTs diversify more than STTs (on a ...
by coingaroo
Sat Aug 31, 2019 3:38 am
Forum: Investing - Theory, News & General
Topic: First 20% of bonds in long-term Treasuries
Replies: 927
Views: 68385

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

In 2008 a large allocation to long term treasuries would have prevented large portfolio losses. In this thread and a few other popular ones people are suggesting a large allocation to long term treasuries. Is this "planning for the last war"? No, this is more akin to general readiness. The diversif...
by coingaroo
Sat Aug 31, 2019 1:39 am
Forum: Investing - Theory, News & General
Topic: Uncle Fred’s Second Coin – The Case for Leveraged Bonds
Replies: 133
Views: 9415

Re: Uncle Fred’s Second Coin – The Case for Leveraged Bonds

By that logic 2x ITT is okay. https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=2&startYear=2004&firstMonth=1&endYear=2014&lastMonth=12&calendarAligned=true&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&rebalance...