A good week to dump bonds. And did we ever dump them. Bond volatility rose and so did correlation with stocks. Luckily some of our dumping came before (and during) this weeks sell off. The strategy was down a 1.3% for the week. Nearly the worst week of the year. But I suspect most strategies that did well during August were still heavily in bonds, and fared far worse. On September 13th, 2019 the strategy rebalanced to:
72% SPY , 16% TLT , 12% GLD
Also it seems the live update hasn’t worked that well the last couple days. Not sure why, but I’m going to look into it.