Reply To: Consolidated Signals – Old

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Reply To: Consolidated Signals – Old 2017-09-30T15:53:58+00:00
Alexander Horn
Keymaster
Post count: 364

Hi Nelson,

running the QT backtest for 3x UIS with rebalancing every two weeks, the 10yrs performance drops slightly (3% p.a.), but this is considering also rebalancing SPXL every two weeks. Not an easy way to backtest changing only TMF, would guess it´s slightly better, or less of a drop.

From a practical perspective I would also opt to rebalance TMF every two weeks. See screenshots attached.