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Yup saw that as well reuptake! I’ll probably aim to finalize my strategy this weekend and rebalance early next week.
I also got burned on the US Sectors strategy for this month (especially with ERY doing so horrendously). I’m planning to reallocate my portfolio to something a bit less risky and global strategy of strategies.
Here’s what I’m leaning towards so far going forward:
Bond Rotation Strategy: 25%
Global Market Rotation Strategy: 20%
Global Sector Rotation Strategy: 20%
World Top 4: 20%
Nasdaq 100 (non-hedged): 15%Back-testing this over the past 10 years (though the back-test seems a difficult predictor in this environment) gives me a CAGR of 18.6%, Sharpe Ratio of 2.29, Volatility of 8.11, and DD range of -7.08.
Initially I wasn’t going to use BRS but it seems like at the moment most of the hedge for GMRS is in Gold and currency. I’m just looking for a portfolio strategy I can have more confidence in moving forward.
My portfolio already has ~17% weight in gold and treasuries not including the hedge if I use the Nasdaq100 Hedged strategy. Additionally, I don’t mind taking on a little bit more risk for the potential of higher return (my investment window is more than 10-15 years) since I am only allocating 10% of my entire portfolio to this strategy.
Hi all!
I just recently found this thread and was really interested in “The Beast” strategy that Tom developed.
I was just curious how it has been working out so far with the very volatile market we are currently in. I’m also in my mid-20’s and was considering using it for my brokerage account (I would have a pretty long investment horizon of more than 10-15 years) vs. simply using a strategy with about 20% CAGR and much less volatility.
I would be interested in hearing your thoughts.
Arvind
Thank you both! I appreciate the help.
Below is the strategy I am planning to implement in the beginning of March:
US Sectors multi momentum: 30%
GSRS Hedged: 20%
World Country Top 4 Hedged: 20%
BRS: 10%
Nasdaq 100 (non-hedged): 10%
UIS 3x: 10%I also took GLD out of my portfolio as with the new hedging strategy, gold still accounts for ~13% of my entire portfolio. I wanted to diversify a bit more with bonds and cut down on volatility which is why I allocated a small percentage to the BRS as well.
Backtesting this over a period of 5.5 years gives me a CAGR of 19.6%, Sharpe of 2.31, and volatility of about 8.4.
Would be interested to hear your thoughts!
Arvind
Mark,
Thanks for the inspiration with this strategy! I think it’s really interesting and I like the balance between the return and volatility/DD. I’m trying to play around with a few variations and was just wondering how you back-tested it in QT…I’m only able to test the top 6 ETFs (as you cannot select more than the top 6 ETFs in QT) but there are 7 ETFs here.
Any help would be appreciated!
Arvind
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