[Roger]

I would have liked this stategy UIS back tested using spy/vustx as proxies. Vustx behaves like tlt but goes all the way back to 1990. This would help us see how it worked through the “other” great bear mkt.of the last decade and seen how your new “adaptive” hedging would have worked. The 90s l.t.treasuries had many pos. correlations periods with spy when spy was going down. for quite awhile.
Please consider further research for this strategy development especially to address.what to do when spy and its hedge are both losing money over an extended period.
Thank you in advance

[Author]

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