I just red your new blog regarding all the new portoflios without MYRS and UIS3.
I was trading myself the aggressive portfolio and the Maxvol15 until now. I had no issue shorting VXZ or leverage my position more than 100%. In that case, would you still recommend to use your new portfolios. I am little concerned as the Max DD looks higher for most of them and I was quite happy with the old allocation. your feedback would be welcome.
I’d suggest you try our Portfolio Optimizer to find a personalized portfolio which suits your risk/return preference. It will give you a list of options depending on the input variables you set, and you can then review the metrics, and the equity curves by clicking on the “magnifying glasses”.
This is also a good exercise to get comfortable with the different strategies, understand how they work, and which are better suited for you.
See the screenshot below where I input the strategies which made up the old Aggressive Portfolio, you can see that you can achieve very similar setups, but with much more flexibility.
Here also the allocations of the previous portfolio versions at the strategy level:
Conservative:
BUG: 24
NAS100: 40
DOW30: 36
Moderate:
NAS100: 50
USMarket: 10
DOW30: 40
Aggressive:
NAS100: 55
UISx3: 15
DOW30: 30
If you click on the “pencil” icon of any portfolio you can update the strategies and %’s and save as your custom portfolio. Or use the Portfolio Optimizer to see several variations and pick your preferred one based on risk/return or other preferences.