In this malaise of working from home, I totally forgot markets were closed on Good Friday, and did not rebalance on Thursday. I’m going to have to rebalance on Monday.
The strategy gained 2% for the week. A great week under normal conditions. Geometric Balancing aims to make every week feel like a normal conditions, delivering smooth consistent returns. On April 9th, 2020, the strategy would have rebalanced to:
21% SPY , 31% TLT , 13% GLD , 35% Cash
I’ll update the post on Monday if I something changes and I rebalance to anything else.