profile image
Glad to see you're still alive.
Is cash actually an option when there are only two or fewer asset classes in an uptrend?
And which asset classes are likely to rebound right away?

And here's the kicker: You can only access the documents if you log in 😭
3
profile image
@DonkeyInvestor Yes, I'm also glad to be alive. Lots to do...
If two or fewer asset classes from the pool trade above SMA150, the available slots are filled with cash. This means that cash/ultra-short-term government bonds is the only asset class that may exceed a 33% weighting.

What do you mean by your second question—which asset classes are included right away?

It wasn’t my intention that you’d have to sign up to view the documents. I guess I’ll have to find another service. 🫤 Thanks for the heads-up!
1
profile image
@Epi Thank you. Question 2: What assets are actually included in the investment universe?
profile image
@DonkeyInvestor QQQ, EU50, GLD, BTC, WTI, TLT, USDEUR, EURUSD, Cash.

Short EU bonds are still under discussion; they are irrelevant at this point.
1
profile image
profile image
@DonkeyInvestor 20+y US Treasuries (Treasuries Long Term)
1
profile image
1
profile image
@Epi How did you end up with this particular set of assets?
profile image
@Prometheus Extensive research on asset classes, market correlations, market relationships, modeling principles, and economic scenarios.

Pooling is indeed one of the most challenging aspects of GTAA models. Many models fail due to risk clustering or blind spots.
profile image
@DonkeyInvestor Is pCloud better now?

Especially for people like you who don't want to sign up anywhere. 🥰
4
profile image
@Epi You're the best