No. of Recommendations: 4
Someone at another site posted a link to this guy's website. I've started scanning through his posts but he seems to drag things out longer than needed (not to mention I was at work so my time was limited).

Anyhow I'm wondering if something like this has already been back tested or explored here. I know a lot of theories have come and gone with this discussion board.

Basically he is using the 4 assets that are used in Harry Browne's Permanent Portfolio (cash, LT bonds, Gold and US stocks) but adjusting the percentages weekly based on calculating geometric means, Kelly criteria, etc. It seems to closely maintain the max drawdown of the PP while bumping up the return by a good 3%. (I probably really butched that synopsis.)

While interesting, the weekly trading seems excessive.

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