4Lun
Top! That's all you need: ACWI, BTC, GLD. 👍
The only question that remains is the weighting. Why this? Is it maxSharperatio, min max drawdown or...?
Rebalanced you?
My research on the Epi portfolio has shown that a vola-weighted ratio of BTC and GLD is optimal for the risk/reward ratio, i.e. approx. gold:BTC = 3:1.
Otherwise, you are welcome to turbo-charge the portfolio by using Wisdomtree Efficient Core Global instead of ACWI
and 2xGLD instead of gold, weighting everything equally and layering an SMA200 strategy on top. Doubles the return and halves the risk. 😬
https://www.justetf.com/en/etf-profile.html?isin=IE00077IIPQ8#overview
https://www.portfoliovisualizer.com/tactical-asset-allocation-model?s=y&sl=71lZB2Ud3JVlZBrJf9G590
The only question that remains is the weighting. Why this? Is it maxSharperatio, min max drawdown or...?
Rebalanced you?
My research on the Epi portfolio has shown that a vola-weighted ratio of BTC and GLD is optimal for the risk/reward ratio, i.e. approx. gold:BTC = 3:1.
Otherwise, you are welcome to turbo-charge the portfolio by using Wisdomtree Efficient Core Global instead of ACWI
and 2xGLD instead of gold, weighting everything equally and layering an SMA200 strategy on top. Doubles the return and halves the risk. 😬
https://www.justetf.com/en/etf-profile.html?isin=IE00077IIPQ8#overview
https://www.portfoliovisualizer.com/tactical-asset-allocation-model?s=y&sl=71lZB2Ud3JVlZBrJf9G590
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@Epi I'll have a look at💪 Weighting is not yet set in stone, hence this post. Rebalancing would certainly be 1-2x per year to see if everything still fits!
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•4Lun
@TheRealDarthVader Added the backtest of the power portfolio above.
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•@Epi Wow thank you🫡
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@Epi this would mean that if one of the three values is above the sma200 it is bought and if it falls it is sold. i just wanted to look into it with a small position in an extra depot.
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•4Lun
@Happysurfer Genau.
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@Epi great thanks. Ok, I just had a look. Gold and bitcoin are just above the sma200. the etf is below it. But it hasn't really been around for long have I got that right?
So if I take 3000 euros as initial money, I buy double leveraged gold and bitcoin for 1000 each. With the etf I wait for the sma200 buy signal?
What I don't quite understand is when and if at all I rebalance if bitcoin, for example, rises significantly more than gold or the etf.
So if I take 3000 euros as initial money, I buy double leveraged gold and bitcoin for 1000 each. With the etf I wait for the sma200 buy signal?
What I don't quite understand is when and if at all I rebalance if bitcoin, for example, rises significantly more than gold or the etf.
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4Lun
@Happysurfer Exactly, observe the SMA200 1/3 at a time. Trading only takes place on a fixed date each month, e.g. the 1st. Everything in between is irrelevant. This is important in order to reduce false signals and bring calm to the strategy.
You can keep rebalancing pragmatic. Although you would theoretically have to create the 3x 1/3 weighting on each key date, this is hardly possible at a favorable price for the small amount. Simply rebalance as soon as it fits, e.g. when two assets are traded.
Incidentally, you can also simply use a 2xSPY or the holy Amumbo for the equity portion.
You can keep rebalancing pragmatic. Although you would theoretically have to create the 3x 1/3 weighting on each key date, this is hardly possible at a favorable price for the small amount. Simply rebalance as soon as it fits, e.g. when two assets are traded.
Incidentally, you can also simply use a 2xSPY or the holy Amumbo for the equity portion.
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@Epi Thanks again for the quick reply. Which day then where I trade does not matter?
And how does it look like if I would like to invest additionally every month? just buy more if the values are still above the sm200? with that I could also rebalance a little if there is more than one value in the depot.
And how does it look like if I would like to invest additionally every month? just buy more if the values are still above the sm200? with that I could also rebalance a little if there is more than one value in the depot.
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•4Lun
@Happysurfer Which day is optimal depends on the assets and the model. This is then shown by a backtest. Sometimes it tends to be the middle of the month, sometimes the end. But a day in the last week of the month usually works well.
As long as you are building up the portfolio, rebalancing is easier. You can be creative. 😬
As long as you are building up the portfolio, rebalancing is easier. You can be creative. 😬
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@Epi Hopefully the last question first. With the leveraged values, do you take the sma200 from the unleveraged values? Or is it the same in the end? I just thought that with leveraged values, the path dependency could result in different values, right?
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