MiguelD

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  • in reply to: Strategy: Bond Rotation “Sleep Well” #55885
    MiguelD
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    Hello,

    I have been following the BRS strategy for some time and as some of its ETFs have a bearish outlook, I produced an excel spreadsheet including TBF (inverse ETF to TLT) in the rotation. Although my spreadsheet does not replicate the balancing algorithm and just allocates 50/50 to the two best performing ETFs with a lookback period of 90 days, it gives a very good yield curve. Of course this is a simplified model, but bringing TBF into the equation brings a very significant difference.
    Is there any particular reason not to use TBF as one of the rotating ETFs?

    Thanks,

    Miguel

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