Good week, up 1.4%. The strategy is nearly at a new all time high (less than a tenth of a percent to go). So while the S&P 500 set new highs this week, geometric balancing followed right there with it. Of course my high was set in early September, not late July.
These concepts really do work. Roughly half the volatility of the S&P 500 with improved returns. On November 1st, 2019, the portfolio rebalanced to:
60% SPY , 28% TLT , 12% GLD
Will you be sharing the actual algorithm behind your portfolio?