Portfolio

Daily updated backtest results

Relative Momentum Trading Strategy: SPY vs GLD

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In this post, we’ll explore a momentum-based trading strategy that dynamically selects between SPY and GLD based on relative momentum, moving to cash during adverse market conditions to manage risk effectively. It aims to balance growth potential from equity (SPY) with a defensive position in gold (GLD), providing flexibility in various market conditions. Strategy Overview … Read more

Classic 60/40 portfolio

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The History of the 60/40 Portfolio The 60/40 portfolio is one of the most well-known and widely used investment strategies. It traditionally allocates 60% of an investor’s portfolio to stocks and 40% to bonds. The idea behind this portfolio is to strike a balance between higher-risk, higher-return assets (stocks) and lower-risk, more stable assets (bonds). … Read more