Search found 4 matches

by sfmurph
Thu Aug 15, 2019 12:28 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51816

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

… the 55/45 strategy is a better long term buy & hold strategy than 60/40 because the premise behind 60/40 was flawed. It might be practical but the logical foundation he used for the original portfolio has changed. He said there was no need for a bull market for treasuries but in fact there is a n...
by sfmurph
Wed Aug 14, 2019 10:09 pm
Forum: Personal Investments
Topic: Laid off - 59yo - advice please
Replies: 44
Views: 6907

Re: Laid off - 59yo - advice please

Don't move. Yet. I think you have a good target at January. I'm in San Francisco, so know some of the local concerns. I would look at bus driving (needs a special license) or Trader Joe's or Starbucks as a bridge. If you're in software development or IT, know that other places in the world don't val...
by sfmurph
Mon Aug 12, 2019 11:09 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51816

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

The OP updated the starting post to point to a message he wrote in March. Fixed. Ah, OK. That makes more sense. However, you quote CAGR in these 3 examples, and nothing about volatility or risk parity. I don't see anything in these numbers where 45/55 has a logic to it. Maybe it seems like over-fit...
by sfmurph
Mon Aug 12, 2019 9:07 pm
Forum: Investing - Theory, News & General
Topic: HEDGEFUNDIE's excellent adventure Part II: The next journey
Replies: 914
Views: 51816

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

I’ve been in the OG 60/40 since April. I was attracted by the elegance; the set-it-and-forget-it nature of the decision, the use of leverage, the quarterly rebalancing, the non-correlated assets, plus the approach to choosing the percentages. Initially, OP said "Over the long run, the average annual...