A.I.M. Users Bulletin Board

[ls7550]

Kelly has 3 Sig which uses IJR and a bond fund.
Then 6 Sig which uses MVV and a bond fund.
And finally, 9 Sig which uses TQQQ and a bond fund.

3% signal uses 80/20 small cap value/bonds and if at the next quarter review the price is above 3% it sells down to that, or if below tops up stock from bonds to that level. Does 6sig and 9sig use lower stock/bond allocations. For instance if you're using 2x as per 6sig seems to me to make sense to use 40/60 stock/bond, or if using 3x then use 27/73 stock/bond. Also does it target 6% and 9% respective quarterly higher levels to rebalance to?

Seems to have some commonality with http://www.financialwisdomforum.org/gummy-stuff/strategy.htm Which from a cursory review looks to marginally improve risk adjusted reward, but periodically miss out on a significant chunk of a big-up year gain. And much of longer term average rewards can be a consequence of a few cases of extremely good years.