Search found 1547 matches

by Kbg
Mon Jun 22, 2020 8:35 pm
Forum: Variable Portfolio Discussion
Topic: PP Inspired Leveraged Portfolios
Replies: 96
Views: 69483

Re: PP Inspired Leveraged Portfolios

Yeah we do. Thanks for posting I was just coming to post this. In addition to UGL, I think DGP is worth a look. They both have their pros and cons. DGP, cheaper, clearly better performing, no K-1...big downside it's an ETN, but so was UGLD. Personally, if one could digest UGLD then I think DGP is th...
by Kbg
Mon Jun 22, 2020 11:55 am
Forum: Permanent Portfolio Discussion
Topic: Permanent Portfolio Shakedown
Replies: 9
Views: 851

Re: Permanent Portfolio Shakedown

I think it is important to note that what the author of the linked post has proposed is in no way a version of the PP. He has addressed what he views as the flaws of the PP by introducing various modeling techniques which attempt to improve performance by predicting what the next periods results wi...
by Kbg
Mon Jun 08, 2020 7:59 pm
Forum: Variable Portfolio Discussion
Topic: split-strike synthetic PP portfolio?
Replies: 1
Views: 255

Re: split-strike synthetic PP portfolio?

I have no idea and backtesting something like this requires specialized data and software. If you don't have them, it's a pure guess. The bold is my actual answer. My speculative answer is this is probably not a great idea with the PP. While from an options perspective, you have a point, from a por...
by Kbg
Fri Jun 05, 2020 10:28 pm
Forum: Variable Portfolio Discussion
Topic: PP Inspired Leveraged Portfolios
Replies: 96
Views: 69483

Re: PP Inspired Leveraged Portfolios

My personal mix is: 60 unleveraged bonds, 20 TQQQ, 10 TMF, 10 UGLD Through the close on 6/5/20: By the book: 10.46% Personal version that includes a little market timing on my part: 13.30% Basically I didn't get why LTTs would spike as high and as hard as they did...made no rational sense. As soon a...
by Kbg
Tue May 26, 2020 6:32 pm
Forum: Gold
Topic: Gold Has Outperformed Stocks Over The Past 20 Years
Replies: 59
Views: 2410

Re: Gold Has Outperformed Stocks Over The Past 20 Years

Here is a tip which pretty much works in all times and all places as a general rule...not as a specific, but as a general rule. Obviously any individual trade will do what it is going to do. If you are a stop loss kind of person, set it in your head/on a piece of paper, do not enter it to trigger th...
by Kbg
Tue May 12, 2020 7:01 pm
Forum: Variable Portfolio Discussion
Topic: Southwest?
Replies: 12
Views: 2026

Re: Southwest?

It is going to be interesting to see how this thing works out. The data is heinously bad, worst ever in my life time. Way exceeding the 2008 financial meltdown. I suppose there are a zillion possibilities, but let's go with fast snap back or drawn out financial problems that are REALLY going to caus...
by Kbg
Mon May 11, 2020 11:24 pm
Forum: Variable Portfolio Discussion
Topic: Southwest?
Replies: 12
Views: 2026

Re: Southwest?

WEB turned on a dime.

I looked at GDP now and nowcast tonight, yikes. Apparently the market believes the Feds actions are more important than the economic data coming in.
by Kbg
Wed Apr 22, 2020 5:12 pm
Forum: Other Discussions
Topic: Why Left Supports Lockdown?
Replies: 61
Views: 2311

Re: Why Left Supports Lockdown?

I kinda like the idea of let the states handle it mostly and the Federal government can handle interstate/international policy. Why should it be that one size must fit all...that's how it is argued most of the time. I live in a more rural state and distance clearly makes a difference in the statisti...
by Kbg
Wed Apr 22, 2020 4:50 pm
Forum: Variable Portfolio Discussion
Topic: Commodities
Replies: 5
Views: 471

Re: Commodities

+1

Very careful
by Kbg
Wed Apr 22, 2020 3:15 pm
Forum: Bonds
Topic: Barbell vs. ITT's in a zero interest rate environment
Replies: 11
Views: 973

Re: Barbell vs. ITT's in a zero interest rate environment

I'm answering the OP directly. The question was ITTs vs. a barbell not how do I optimize my shorter term interest bearing assets. The period chosen was a period of extreme inflation and rapidly rising interest rates which is about the only time we would really even be interested in this question bec...
by Kbg
Tue Apr 21, 2020 10:00 pm
Forum: Bonds
Topic: Barbell vs. ITT's in a zero interest rate environment
Replies: 11
Views: 973

Re: Barbell vs. ITT's in a zero interest rate environment

https://www.portfoliovisualizer.com/backtest-asset-class-allocation?s=y&mode=1&timePeriod=4&startYear=1972&firstMonth=1&endYear=1981&lastMonth=12&calendarAligned=true&includeYTD=false&initialAmount=10000&annualOperation=0&annualAdjustment=0&inflationAdjusted=true&annualPercentage=0.0&frequency=4&reb...
by Kbg
Thu Apr 16, 2020 4:05 pm
Forum: Permanent Portfolio Discussion
Topic: Knuckleheads PP thread resurrected
Replies: 21
Views: 1338

Re: Knuckleheads PP thread resurrected

I don't think it's that simple...the dollar is always relative to another currency and all the other majors and minors are doing the same thing. Not saying LTTs are a good deal, back to convexity and perceived flight to quality. It's easy enough to not have to guess...just watch inflation measuremen...