Saturday, December 15, 2012 1:25:40 PM
Hi Tom
For no particular reason other than its very quiet here, looking at a Taleb 15% speculative, 85% safe type asset allocation over a similar time period to that chart you posted, overlaid with another similar allocation that goes back a bit further in time (leveraged ETF history is limited so I had to use non leveraged versions)
Concept being around 7.5% in 2x Small Cap Value (UVT) and 7.5% in 2x Gold, with the remainder in bonds (TIP and 5 year Treasury). But etfreplay doesn't have data for UVT, so these snapshots are proxies (there's not much difference between these and the UVT/UGL versions).
Animated GIF (press the ESC key to halt the animation, you'll have to reload the image to get it running again)
Best regards.
Clive.
For no particular reason other than its very quiet here, looking at a Taleb 15% speculative, 85% safe type asset allocation over a similar time period to that chart you posted, overlaid with another similar allocation that goes back a bit further in time (leveraged ETF history is limited so I had to use non leveraged versions)
Concept being around 7.5% in 2x Small Cap Value (UVT) and 7.5% in 2x Gold, with the remainder in bonds (TIP and 5 year Treasury). But etfreplay doesn't have data for UVT, so these snapshots are proxies (there's not much difference between these and the UVT/UGL versions).
Animated GIF (press the ESC key to halt the animation, you'll have to reload the image to get it running again)
Best regards.
Clive.
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