Creating a 2x Enhanced Permanent Portfolio

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  • #79620
    robininni
    Participant

    If one were to use the 2x leveraged ETFs of SSO, UGL, and UBT instead of SPY, GLD, and TLT when following the enhanced permanent portfolio strategy, would it be safe to assume the monthly returns would be double whatever is given for the past monthly performance figures of the enhanced permanent portfolio, both positive and negative? Or is it not that simple?

    I’m interested in the permanent portfolio and was glad to see the enhanced permanent portfolio strategy on Logical-Invest when I became a member but now wonder about the potential of a 2x multiplier on this strategy. Thanks.

    #79622
    Alexander Horn
    Keymaster

    Well, maybe not exactly 2x due to the way the leveraged ETF are calculated, but probably 1.8. You can give it a try in QT, just change the tickers in the PP. Send me an email if you need access to QT Premium, happy to do a barter trade :-)

    #79625
    robininni
    Participant

    I downloaded the QuantTrader software but I can’t figure out how to change the tickers in the PP. I’m in the ‘Allocations” window in the lower left corner of the panel where it shows GLD, SPY, and TLT but I can’t seem to change those. I guess with my subscription I don’t have access to the Premium version, maybe that’s my problem?

    #79640
    Vangelis
    Keymaster

    Robin, we extended a 30-day free access to premium QuantTrader so you can explore the 2x idea. Then you can let us know :).
    Try logging in to QT again.
    Some QT stuff here: https://logical-invest.com/quanttrader-application/portfolio-optimization-backtesting-software-help/

    #79650
    robininni
    Participant

    Hey thanks! I’m playing with it now, not sure I am doing it quite right but I think so…

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