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Spouh@Spouh
2Wk
@Epi, Have you ever considered using a strategy with more moderate leverage (2x QQQ, 2x Eu50, 2x gold, 1x WTI, BTC) as the core of your portfolio?
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Epi@Epi
2Wk
@Spouh Of course! 2xGTAA is a legitimate and equally strong option, especially with Top2 assets.
However, 3xGTAA is an attempt to get the most out of the GTAA concept. Furthermore, 3xQQQ, etc., have volatility similar to BTC, so you can follow the risk parity principle here.
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Spouh@Spouh
2Wk
@Epi, In this case, should one instead consider a 2xGTAA strategy without BTC (QQQ, gold, EU 50)?
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Epi@Epi
2Wk
@Spouh You can, but why would you want to miss out on the great trends in BTC? In that case, it’s better to reduce your leverage and fill only 2/3 of your BTC position, using cash for the rest. You’ll also have Equivola.
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Spouh@Spouh
2Wk
@Epi, That's right. It might be interesting to conduct a backtest under these conditions to determine the CAGR and MaxDD.
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Epi@Epi
2Wk
@Spouh Go for it! I'm curious to see the results.
However, I'll stick with 3xGTAA myself, because it gets the most out of the momentum strategy. 2xGTAA is only half the story—you can achieve the same with 3xGTAA + Cash.
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