Rebalance 05/27/2025
Link to Research Group in P123:
https://www.portfolio123.com/app/group/317
Links to Simulated Strategy Books:
https://www.portfolio123.com/app/opener/BOOKSIM/?cat=G317
Links to corresponding Live Strategy Books:
https://www.portfolio123.com/app/opener/BOOK/?cat=G317
Here are the cap curves of the Strategy Books (cap curve updated today).
Out of sample live trading about October 2024:
Corresponding Live Book:
https://www.portfolio123.com/port_summary.jsp?portid=1854588
OOS about October 2024:
Corresponding Live Book:
https://www.portfolio123.com/port_summary.jsp?portid=1854426
New:
Corresponding Live Book:
https://www.portfolio123.com/port_summary.jsp?portid=1854427
New hedged:
Corresponding Live Book:
https://www.portfolio123.com/port_summary.jsp?portid=1854584
Video how to “auto trade” strategy live books:
Strategy Books are now shareable in Research Groups of Portfolio123.com
We are just starting out, but I will share a ton of Strategy Books in the coming weeks: Perfect for private Investors that want to use time proven out of sample Strategies in one holistic Strategy Book!
Macro Assumptions in Strategy Books:
Gold is not only a very good diversifier, but will have a positive expectancy the next 5 -10 years (too much money printing of CBs, we live in a mild “Financial Repression”)
Russel 2000 is the worst index in the US and therefore a good short (as a hedge!), a lot of companies in the index that cannot even earn their interests on their debt. Do not short EU small caps, a lot of good fundamentals there!
The Strategy books harvest “Cross Factor Mean Reversion”, e.g. the idea is that we balance quality, low volatility and growth in the strategy books. When growth is weak, quality and low volatility and the gold exposure “kick in”. When growth is strong, quality and low volatility and gold lag, but do not kill the performance of the strategy book.
Best Regards
Andreas