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A Dead Simple 2-Asset Portfolio that Crushes the S&P500 (Part 4)
For newsletter subscribers this post is best viewed directly on my blog. Recap In Part 3 of the series we reviewed the relationship between returns and correlation of the 2-asset portfolio UPRO and TMF. The basic equal weight strategy was very compelling in terms of total return and CAGR. However, the strategy is susceptible to large drawdowns, especially in situations where US equities and long term bonds are out favor, for example in the 2015 and 2018 periods. We also went over some prototy
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