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- eagle4xParticipant
Your website says the signals are based on MPT. However, I read that there is also PMPT (post-modern portfolio theory), whereby “portfolio managers seek to understand and incorporate negative returns in their portfolio calculations.”
At least two ways to do that would be to either go to cash or change the portfolio to bear market ETF’s when there’s a downturn in the market…have you considered incorporating that in the algorithm?
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