Quite a good week. Up about 1.7%. I’m pretty shocked by the portfolio rebalance today. I didn’t expect to drop bonds entirely any time soon. The portfolio is also right on the cusp of bringing in cash, which is strange. Furthermore, we’re looking at a very large change from week to week in holdings. Unlike…
Category: Strategy
Portfolio on 6.14.19
An average week this week. Up about 0.2%. Nothing special, but the market was pretty calm in general. Very little change in the overall portfolio as well. On June 14th, 2019, the portfolio rebalanced to: 52% SPY , 32% TLT , 16% GLD
My Current Portfolio
The stock market is fractal, and thankfully geometric balancing is too. My preferred version of the strategy focuses on daily returns. It doesn’t necessary trade daily, but it watches daily returns and applies the concepts discussed so far (and many others to come later) to optimize the long term return. I’ve found similar, albeit a…
Geometric Balancing, Unlevered
The following begins a detailed look into Geometric Balancing. We start with the results of the unlevered portfolio. This portfolio is tuned to target a max 15% drawdown which it does (I will explain in another post how that works. ) Click on any chart to expand it for better clarity. As discussed in the…