Wow!
I tried the stock/metals portfolio at 20, 10, 5, and 1 year
This is the result of CAGR, Volatility, and maxDD for each of the years:
Perminant Modified (US Market/ETF Prec Metals)
20: 14.5, 14.6, 26
10: 18.454, 13.5, 21.75
5: 32.6, 15, 15.44
1: 50.348, 23, 15.44
This is amazing!
I then added some “Volatility Limit” and it improves some of the results, here is the results for a limit of 12:
Permanent Modified (US Market/ETF Prec Metals) vol limit 12
20: 16,11.7,19.56
10: 20, 11.55, 12
5: 29, 11,8,10
1: 28, 14, 10
And here is vol limit of 15 – better for all but current year with dramatically low drawdown!
Permanent Modified (US Market/ETF Prec Metals) vol limit 15
20: 19,13.7, 23.29
10: 23.8, 13, 12.9
5: 35.5, 14, 12.5
1: 34.3, 17, 12.5
Thanks for this!