All Weather Discussion

[GlenPeake]

In the Account Management website section:

Access Trading Permissions: In the settings menu, look for the option ‘Trading Permissions’ under ‘Trading’. Click on it. Select  ETFs

[JulianCohen]

I would guess that the profile settings are actually looked at by someone, and it’s not done automatically. So it’s very possible that someone decided that you just changed your experience levels to allow you to trade that ETF.

I’m just guessing though.

[RobertMontgomery]

Yeah, I have tried that link many times and it keeps saying I don’t have the experience needed to get permission or something along those lines.

[Nick Radge]

Yes, you’ll need to change your experience levels I’d say. Maybe give them a call.

[Nick Radge]

Another simple example of a US All-Weather strategy using a simple trend filter, rebalance monthly. Reasonably competitive vs the $AOA

60% $VTI
25% $GLD
15% $TLT

CAGR 9.2% vs 10.4%
maxDD -12.3% vs -28,1%
Vola 8.1% vs 15.1%
Sharpe: 0.88 vs 0.63

 

[JulianCohen]

This one looks good Nick. I like it because it’s just stocks, bonds and Gold so nothing cherry picked, and it has very few trades per year if you don’t rebalance each month, so for funds I keep in a bank that charges a lot to trade, it’s a good long term alternative to US fixed deposits or Bonds.

• This reply was modified 1 day, 21 hours ago by JulianCohen.

[Nick Radge]

This one does rebalance monthly – drawdown expands rapidly on an annual rebalance.

[JulianCohen]

I didn’t get that…I get 9.4% CAGR with 11.32%MDD and 60 trades since 2003.

 

I used Entry: EndofMonth and canhold

Exit: EndofMonth and not canhold

canhold is factor > 0 and uptrend.

 

If I use Exit: EndofMonth I get 9.1%, 10.2% and 440 trades

 

 

 

• This reply was modified 21 hours, 32 minutes ago by JulianCohen.
• This reply was modified 21 hours, 29 minutes ago by JulianCohen.

[JulianCohen]

Sorry I am testing monthly rebalance against not rebalancing.

 

[Nick Radge]

Sorry – my reference to the drawdown blowout was an annual rebalance.

[GlenPeake]

 

OR…. in the Account Management section

Settings > Trading Permissions

 

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