Search found 65 matches

by ltdshred
Sat Jul 11, 2020 2:35 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

A good chunk of performance was in the spring last year. I started in the beginning of June. I let the original allocation go for a few months, then started getting into adaptive allocation ideas and began shifting into TQQQ as my confidence went up. It was up 62% at the peak in the middle of Febru...
by ltdshred
Sat Jul 11, 2020 2:29 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

I read that thread and am sort of surprised that set him off so much. I mean, based on him saying it was the last straw seems to suggest there were other issues (which I'm unaware of) but just that thread in and of itself didn't seem to be that bad. There was a disagreement but from what I remember...
by ltdshred
Wed Jul 08, 2020 11:28 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Yes... I've included a glide path to this strategy and most people should also consider de-risking when their own goals are met and the adventure is over. Reducing leverage significantly in the next 5-10 years Isn’t the goal to get stinking filthy rich beyond one’s wildest dreams? HEDGEFUNDIE (if h...
by ltdshred
Wed Jul 08, 2020 11:16 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Is there a set of circumstances that we would abandon this strategy or modify it? Yes... I've included a glide path to this strategy and most people should also consider de-risking when their own goals are met and the adventure is over. Reducing leverage significantly in the next 5-10 years Isn’t t...
by ltdshred
Wed Jul 08, 2020 9:14 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Is there a set of circumstances that we would abandon this strategy or modify it? Yes... I've included a glide path to this strategy and most people should also consider de-risking when their own goals are met and the adventure is over. Reducing leverage significantly in the next 5-10 years Isn’t t...
by ltdshred
Wed Jul 08, 2020 9:09 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

When you do rebalance in a Roth, and thus cost-basis is irrelevant for taxes etc, do you calculate the differences needed to sell/buy the different parts, or just close all positions and buy afresh? There doesn't seem like there would be much difference apart from some tiny transaction fees (am at ...
by ltdshred
Wed Jul 08, 2020 9:03 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

am wrote: Sat Jul 04, 2020 10:40 am Is there a set of circumstances that we would abandon this strategy or modify it?
Yes... I've included a glide path to this strategy and most people should also consider de-risking when their own goals are met and the adventure is over. Reducing leverage significantly in the next 5-10 years
by ltdshred
Tue Jul 07, 2020 8:10 pm
Forum: Investing - Theory, News & General
Topic: Why not 100% PSLDX?
Replies: 815
Views: 91278

Re: Why not 100% PSLDX?

This forum has so many Jim Cramer lites. So many posts of speculators, market timers, people who don't care about fees, people who absurdly think past performance will predict future returns. I'm starting to understand why so many people rely on SS in retirement. Was this comment at all useful? Can...
by ltdshred
Tue Jul 07, 2020 5:28 pm
Forum: Investing - Theory, News & General
Topic: Why not 100% PSLDX?
Replies: 815
Views: 91278

Re: Why not 100% PSLDX?

I don't know if I have the best data, but I'm seeing. So NTSX is 90% stocks, 60% bonds SPLDX is 100% stocks, 150% bonds (25 yr maturity, duration 15) So the 50/50 upro/tmf is actually way more leveraged than even psldx right? The equivalent would be say be 50 SSO(2x) / 50 TMF(3x) https://www.portfo...
by ltdshred
Tue Jul 07, 2020 4:19 pm
Forum: Investing - Theory, News & General
Topic: Why not 100% PSLDX?
Replies: 815
Views: 91278

Re: Why not 100% PSLDX?

This forum has so many Jim Cramer lites. So many posts of speculators, market timers, people who don't care about fees, people who absurdly think past performance will predict future returns. I'm starting to understand why so many people rely on SS in retirement. Was this comment at all useful? Can...
by ltdshred
Thu Jul 02, 2020 7:22 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Haven't update my numbers in a while. Still doing target volatility 25% strategy using PV. Allocation is per end of month for the next month (end of month rebalancing). Performance is per end of month. Feb UPRO 42% / TMF 58% Perf.: -9.3% Mar UPRO 9% / TMF 91% Perf.: -10.9% Apr UPRO 21% / TMF 79% Pe...
by ltdshred
Wed Jul 01, 2020 12:19 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Just backtested a 34/66 TQQQ-EDV portfolio since 1987 and compared it to 43/57 UPRO-EDV portfolio and market. I definitely like the metrics I'm seeing. Most likely going to be my long-term portfolio going forward after de-risking from 55/45 TQQQ-TMF in 5-10 years

Image
by ltdshred
Wed Jul 01, 2020 10:50 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Does anyone have simulated backtested EDV data 30+ years? Thinking about deleveraging when I meet my short term aggressive goals See Simba's leveraged spreadsheet. I've seen it, and it's monthly data. Is it just long term treasuries with the exact target duration of EDV? Does it replicate zero-coup...
by ltdshred
Tue Jun 30, 2020 12:37 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Wonder if HEDGEFUNDIE found another home on a different forum? Would follow him there. Curious to this as well. It's really a shame he left. I am certainly glad HF posted this adventure, he may have created financial independence for many people willing to take the plunge, and in the future may be ...
by ltdshred
Thu Jun 25, 2020 7:47 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Does anyone have simulated backtested EDV data 30+ years? Thinking about deleveraging when I meet my short term aggressive goals See Simba's leveraged spreadsheet. I've seen it, and it's monthly data. Is it just long term treasuries with the exact target duration of EDV? Does it replicate zero-coup...
by ltdshred
Wed Jun 24, 2020 3:52 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Does anyone have simulated backtested EDV data 30+ years? Thinking about deleveraging when I meet my short term aggressive goals
by ltdshred
Sun May 31, 2020 3:48 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Just curious and had a look at robintrack for what robinhood users were using UPRO and TMF. Over 9,000 users held UPRO and 700 users holding TMF. Under 100 holding TYD. 22,000 holding TQQQ. Not much risk parity going on there. At first I feared this strategy might face problems if everyone on the i...
by ltdshred
Sun May 31, 2020 3:47 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Really happy with adding a small 5% of TVIX to this strategy. Feels like the missing piece to guard against the world is ending crashes like in March and was my biggest hangup of this strategy. Bigern also covered this on his blog which has some more data on this strategy. In a way, it feels like w...
by ltdshred
Fri May 15, 2020 10:51 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

You can estimate using the VIX index x2 from 1991 to inception of TVIX in 2011. Although it won't exactly 100% mirror, it should be a good rough approximation. Tried this in PV, does not compute. https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firs...
by ltdshred
Fri May 15, 2020 10:17 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

You can estimate using the VIX index x2 from 1991 to inception of TVIX in 2011. Although it won't exactly 100% mirror, it should be a good rough approximation. Tried this in PV, does not compute. https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firs...
by ltdshred
Fri May 15, 2020 10:16 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

You can estimate using the VIX index x2 from 1991 to inception of TVIX in 2011. Although it won't exactly 100% mirror, it should be a good rough approximation. Analysis below is inception of VIX in Jan-91 to Apr-20, rebalance quarterly: Portfolio 1: 50/40/10 UPRO-TMF-TVIX Portfolio 2: 52.5/42.5/5 U...
by ltdshred
Fri May 15, 2020 10:13 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

You can add an asset with a negative expected return to a portfolio and as long as it is significantly negatively correlated, the total portfolio return can actually end up being higher assuming reallocation. This is what I believe all the VIX talk is about. We don't know whats going to happen with...
by ltdshred
Thu May 14, 2020 10:33 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

You can add an asset with a negative expected return to a portfolio and as long as it is significantly negatively correlated, the total portfolio return can actually end up being higher assuming reallocation. This is what I believe all the VIX talk is about. We don't know whats going to happen with...
by ltdshred
Mon May 11, 2020 8:19 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

As it's been said a hundred times now, the main concern with this UPRO/TMF strategy is that LTT will reverse the trend since the 80's and begin their descent downward as they did in the 1970's. Using VIX in this strategy (such as VXX or VIXY) to displace some of the treasury risk feels kind of like...
by ltdshred
Mon May 11, 2020 7:05 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

As it's been said a hundred times now, the main concern with this UPRO/TMF strategy is that LTT will reverse the trend since the 80's and begin their descent downward as they did in the 1970's. Using VIX in this strategy (such as VXX or VIXY) to displace some of the treasury risk feels kind of like...
by ltdshred
Tue May 05, 2020 5:41 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

The index inception itself though was published in 1993, albeit there were some methodology changes. Right, but you can't trade an index directly. All of the volatility ETFs/ETNs hold VIX futures contracts. VIX futures incepted March 26, 2004. Yes, I understand that, but you can use the index as a ...
by ltdshred
Tue May 05, 2020 3:03 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Does anyone have daily simulated TVIX data going back to 1993? If not, what's the unleveraged index version? TVIX is the short term vol, so I know it'll be different than the VIX quoted by CBOE Nobody could simulate back to 1993 because VIX futures started trading in 2004. So you might be able to s...
by ltdshred
Tue May 05, 2020 2:17 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Does anyone have daily simulated TVIX data going back to 1993? If not, what's the unleveraged index version? TVIX is the short term vol, so I know it'll be different than the VIX quoted by CBOE
by ltdshred
Wed Apr 22, 2020 3:24 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

I'm doing 55-45 TQQQ TMF because it's close to the ratio that's suggest by the Kelly criterion, so it's a slightly different strategy than OP, although OPs 55-45 UPRO TMF allocations is precisely the ratio for Kelly criterion weights.
by ltdshred
Wed Apr 22, 2020 2:59 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

I’m probably not one of those wiser than you but I just recently started TQQQ/TMF myself. While I agree with the consensus that QQQ is not diversified enough, I also believe the companies it’s heavily weighted with will weather this storm very well. No oil. I believe only one airline. MS, Google an...
by ltdshred
Wed Mar 18, 2020 6:00 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

After today’s action I am officially below where I started the Excellent Adventure 13 months ago. $99k at 50/50. I have my hand firmly on the ship’s wheel, staring down into the abyss. Whatever may come, I shall stay the course! Same, although all of us aren't going to go through this time period w...
by ltdshred
Wed Mar 18, 2020 2:12 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

I too am also severely down from today's treasury crash (55-45 TQQQ TMF strategy since Jan-1). 47% drawdown from mid-February vs about 33% drawdown S&P. Makes me physically sick, but no point in selling or getting out of the strategy. And the rebalance date is April 1st. Life sucks and I think s...
by ltdshred
Thu Mar 12, 2020 12:02 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Lee_WSP wrote: Thu Mar 12, 2020 11:02 am
ltdshred wrote: Thu Mar 12, 2020 10:55 am From a fundamental point of view. TQQQ contains no oil companies and has performed better during crashes (ex dot-com) than SP500 and the DOW.
It's still being beaten down pretty badly.
Every basis point counts man
by ltdshred
Thu Mar 12, 2020 12:01 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

DaveG75 wrote: Wed Mar 11, 2020 6:27 pm
AHTFY wrote: Wed Mar 11, 2020 1:06 pm
Forester wrote: Wed Mar 11, 2020 1:04 pm UPRO & TMF looking ugly. Peter Schiff called the end of the bond bull yesterday :?
Peter Schiff? Time to buy!!!
Absolutely. That guy is a very good contrary indicator.
He predicts a market recession every year. A broken clock is right twice a day
by ltdshred
Thu Mar 12, 2020 10:55 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

These last weeks have been a good test for risk tolerance. I've got small two versions of this going, (i) one "low-volatility" mix of nominally 50% UPRO+TMF/50% BND with monthly additions using M1 to rebalance and (ii) one tactical adaptive mix of TQQQ/TMF + a small amount of trending equ...
by ltdshred
Fri Feb 07, 2020 11:04 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

In since 2/27/19. Up 72.7%. I started at the original 40/60 and then reset to the updated 55/45 on 10/1/19. Since then it has drifted up to 61/39. If I am still more than 5% absolute away from 55/45 on 4/1/20 I will rebalance. When I got into the Adventure it represented 4.8% of my investible asset...
by ltdshred
Fri Jan 31, 2020 1:50 pm
Forum: Personal Investments
Topic: SEC Proposing to block leveraged ETF!
Replies: 57
Views: 5665

Re: SEC Proposing to block leveraged ETF!

Trying to protect people from themselves is a very slippery slope that basically says 'I know what you need better than you do.' So let's outlaw auto air bags and not discourage smoking. Sometimes people don't know what is best for them. And slippery slope arguments are always silly. Have there bee...
by ltdshred
Wed Jan 29, 2020 9:37 pm
Forum: Personal Investments
Topic: SEC Proposing to block leveraged ETF!
Replies: 57
Views: 5665

Re: SEC Proposing to block leveraged ETF!

This sucks because the lack of clarity on the rule and I am upset
by ltdshred
Wed Jan 29, 2020 9:29 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Just got this mail from the semi-annual report from ProShares. Looks like SEC is going to propose some new rules to make it difficult to buy levered ETFs...

https://www.proshares.com/important_notice.pdf
by ltdshred
Mon Jan 27, 2020 1:31 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Some of these posts are starting to get ridiculous but I'm glad this has worked out for everyone so far. I'm guessing Taylor will only jump in once the returns of TSM are greater and do a I told you so like on the tilting threads. I agree. Seeing all these people 3x the QQQ makes me worry about ove...
by ltdshred
Thu Jan 16, 2020 2:47 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

So the 55-45 TQQQ-TMF strategy (the one I'm in) is up 11% YTD compared to the SP500's 1.8% YTD and January isn't even over. This is wild
by ltdshred
Sat Jan 04, 2020 1:15 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Two days ago at the start of the new year, I changed my portfolio allocation from 45% UPRO 55% TMF to 55% TQQQ 45% TMF

AMA
by ltdshred
Sat Dec 28, 2019 12:49 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

I wanted to show with a little bit more detail how TYD tracks its index relative to another ETF that tracks the same index. The IEF ETF tracks the unleveraged returns of the IDCOT7TR index and has a lot of liquidity so it's good for this comparison. In a perfect world, TYD adjusted close should tra...
by ltdshred
Sat Dec 28, 2019 12:42 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

I wanted to show with a little bit more detail how TYD tracks its index relative to another ETF that tracks the same index. The IEF ETF tracks the unleveraged returns of the IDCOT7TR index and has a lot of liquidity so it's good for this comparison. In a perfect world, TYD adjusted close should tra...
by ltdshred
Sat Dec 21, 2019 3:29 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Ran a few simulation strategies just now and took a look at the distributions and found some interesting results. Compared 3 portfolios: 43-57 TQQQ-TMF; 55-45 UPRO-TMF; 100 SP500. Shouldn't be surprised, but I noticed that 55-45 had a fatter tail than 43-57, but limited upside. My parameters were a ...
by ltdshred
Thu Dec 05, 2019 3:21 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Also, I know we're probably beating a dead-horse when US Treasury stopped issuing callable bonds in 1985, but I really do think that skews the valuation of prior periods and have made the long end of the curve a decent attractive asset going forward. So much discussion has been dedicated to looking...
by ltdshred
Thu Dec 05, 2019 3:03 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Also, I know we're probably beating a dead-horse when US Treasury stopped issuing callable bonds in 1985, but I really do think that skews the valuation of prior periods and have made the long end of the curve a decent attractive asset going forward. So much discussion has been dedicated to looking...
by ltdshred
Thu Dec 05, 2019 2:12 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

Doing some more analysis because I'm so obsessed with TQQQ. I have two portfolios in the PV simulations to backtest against OP's 55/45 allocation: https://i.imgur.com/eaT3a7F.png Backtesting dates: Jan 1987 to Jan 2019 Portfolio 1: 43/57 TQQQ-TMF (Max IR) Portfolio 2: 31/69 TQQQ-TMF (Risk Parity) Po...
by ltdshred
Mon Dec 02, 2019 11:32 am
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 7827
Views: 766414

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

The more I look at doing a 45-55 TQQQ-TMF strategy, the more it makes sense to me. Backtesting over a long time period using the data provided since 1987 has produced a CAGR of 22% versus 17% against the 45-55 UPRO-TMF strategy (using the conservative formula and data available). I also am starting...