Everywhere Leverage

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  • #79751
    bobh
    Participant

    So, since your changes this month all the Portfolios use Leverage and most of the Strategies use Leverage. So, in this time when all the indexes and even traditional hedges are at or near all time highs, even small corrections on one side or the other, leverage can cause much more volatility. I saw the new backtest tables but are you sure the volatility is that low over history, given the use of all the leverage, especially in the LowVol Portfolios? Like yesterday when we saw UGL drop over 5% and because it is used as a hedge, large allocations are given to hedges. But like I said earlier not only equities but also hedges are high. I may be wrong but the only Strategies now that don’t use leverage are USMarket, DOW30, NAS100, and HEDGE. All the Portfolios use leverage (except maybe GloMarket). I understand that I can “create my own” with your optimizer/builder but then I don’t get your “automatic” monthly rule base re-balance. Plus, I have to do it myself which some of us might not want to do. Maybe could you build some non-leverage portfolios that get the “auto” rule based re-balance. Please educate me.

    #79755

    Fair point. I am not a fan of leverage ETFs, if I want leverage I will just scale up my size with traditional ETFs or futures.

    #79757
    Patrick
    Keymaster

    We hear you and we are reviewing our portfolios to provide choices that do not required leveraged ETFs. Stay tuned…

    #79974
    samthechamp
    Participant

    Guys, how can i use core agg portfolio as was in august?
    I dont know which paraneters to use to set it in quant trader to have same result as you did with it in august.
    Or i am also ok to use scaled up vwrsikn of non leveraged ETF and acheive same thing as the leveraged portfolio was doing for Core Agg august allocation.
    Pkease help me

    #79987
    Alexander Horn
    Keymaster

    Yes, here a quick post & videos with three ways to return to the august versions, or even better: Your own custom portfolio: https://logical-invest.com/creating-a-custom-portfolio/

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