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Subject:  Re: QTAA 12.31.12 Date:  1/1/2013  9:50 AM
Author:  mungofitch Number:  240808 of 272782

Has anybody backtested what would happen if 100% of cash goes to the asset class with the highest Relative Strength?.

I suspect it would increase returns a little and increase risks a lot.
Given the goals of the QTAA approach of moderate but very smoothed returns, that probably isn't the right trade-off.
If you wanted to be more wild, you'd probably start with a different approach.

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