No. of Recommendations: 9
rgearyiii came to the rescue! I had extra spaces in equations which GTR1 didn't like, he introduced
me to a minus function which simplified two equations. Version 2 of Generalized Protective Momentum
with the more aggressive cutoff gives improved results. The main advantage of this TAA allocation is
as the name implies protection. Overall excellent gains with very low drawdowns. The protection mechanism
is simply the number of the 12 seperate risky assets with gains greater than 0.
Results from 20070115:
        Ave	Min	Max
CAGR 8.0 6.9 10.5
GSD 9.5 9.0 10.0
MDD -13.3 -16.0 -10.7
UI 3.9 3.1 4.4
AT 4.5 4.3 4.8
GSPC over same period:
CAGR 5.7
GSD 17.9
MDD -56.3
UI 17.2

60/40 equities/intermediate treas
CAGR 6.8
MDD -28%
http://gtr1.net/2013/?~Protective%20Asset%20Allocation%20Fuz...

Of course there is no guarantee for the future performance. Look up the papers by Keller and Keuning
and backtests from the 70's on AllocateSmartley and TrendXplorer.

RAM
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