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Have you thought about adding Cash as an asset class to the Enhanced PP? Even is it is sparingly used in the strategy, Cash would be beneficial in a deflationary environment, particularly if we ever get back to high interest rates. I could certainly see a situation in which equities and bond funds lose value at the same time… they are not always inversely correlated.
Thanks for the comment! Using bonds vs cash offers a positive return bias, that is bonds act as hedge, but also long-term tend to go up due to the yield they offer. This is why we normally avoid any go-to-cash mechanism, but you can certainly incorporate it by yourself using our QuantTrader Software.
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