Down three tenths of a percent. The week started off wonderfully, with new all time daily highs set on Tuesday and Wednesday. Then Thursday happened, falling nearly 2%, and brining back memories of March.
I’m glad there was a bit of cash in the portfolio to cut the losses this week. Obviously the strategy becomes even more defensive as stock volatility is much higher. On June 12th, 2020, the strategy rebalanced to:
31% SPY , 37% TLT , 17% GLD, 15% Cash
Thanks for sharing the numbers! I’m almost done making my own algo following your footsteps, in the meanwhile i’m just copying your numbers verbatim