Is the weighting rule based? Remind me that you wrote the other day about a profit taking on Bitcoin ... PS: Nasdaq would also still be an idea for my GTAA spectrum 😀
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@randomdude Yes, the weighting is rule-based. I have now decided on the 40-40-20 split in the event of a buy signal in Bitcoin. I can sleep well with that. The 5% is from the sale of Btc and is reserved for a post-buy.
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there the GTAA users meet again😅
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@theflyingsquirrel There are not so many here. You're welcome to join in. 🤙
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•@Epi that's right. Thanks👍 plan for the future to make a GTAA Dual Momentum with 25% Depotbeimischung probably. Finds tops how you 2 deal with it.
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@theflyingsquirrel The idea of GTAA is simple and captivating. The correct implementation is quite complicated, I think. Take a look at the wikifolios with GTAA. They all run very modestly. So you have to put some work into it, so that the strategy can unfold its potential. That's why the discussions with Felix.
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@Epi I am still looking for a backtesting tool. In Excel I got as far as an automatic monthly ranking. Now I would have to implement the actual trading, but have no time for now.
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@randomdude I work with portfolio visualizer and portfolio performance. Do you know them?
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@Epi yes, it's really not easy. My current long-term portfolio idea is as follows: 60% ESG Global All Cap, 7.5% developed market bonds, 7.5% emerging market bonds, 25% GTAA. I find the approach of including Bitcoin mega interesting. But I also find it important to keep the GTAA strategy as simple as possible so that the trading fees don't kick in so much. This factor must definitely be taken into account in the backtests.
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@theflyingsquirrel I like your approach of weighting GTAA with 25%. In general, I like your asset allocation. I myself run GTAA so far in two interpretations via two ways: Trade Republic and mylife net policy. Even if the latter is not very popular here, it seems to me the solution for the crucial implementation problems of GTAA: 200 Etfs, no trading costs, no taxes, 1x per month reallocation possible, costs of only 0.2%pa. However, they don't know about their luck! 😂
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@Epi Yes, I use Portfolio Performance for all the assets I have. I have also mapped the backtests prepared in Excel in it. I have only played around a bit with Portfolio Visualizer so far. But it is probably the most efficient backtesting option.
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