Results & Insights

Backtest results, including Expectancy and SQN, for six different configurations of monthly asset allocation systems.

Market Beliefs Behind the Monthly Asset Allocation Systems

The market beliefs that inform the monthly asset allocation systems.

Volatility Stops and Shorts for Monthly Asset Allocations Systems

An overview of the impact and functionality of the optional volatility stops and short positions for monthly asset allocation systems.

Edges of the Monthly Asset Allocation Systems

A look at the edges of the monthly asset allocation systems.

Results Overview for Monthly Asset Allocation Systems

Backtest results for six different configurations of monthly asset allocations systems, as compared to the S&P 500 and 60/40 buy and hold.

Volatility Stop and Short Positions Effect on SQN

A look at how volatility stops and short positions effect SQN, and bottom line results.

Hybrid System Results

A look at backtest results for the Hybrid Monthly Asset Allocation System.

What's the Difference Between Momentum and Portfolio Moving Average Systems

What the difference between momentum and portfolio moving average systems when it comes to monthly asset allocation? And which should you choose?

Results for Momentum System with Volatility Stops and Shorts

Backtest results for one configuration of momentum-based monthly asset allocation system with volatility stops and shorts.

The Impact of Systems Thinking on Your Retirement Account

How much of a difference does it make to apply systems thinking to your retirement account? And which makes a bigger difference to long term investing results - systems thinking or portfolio composition?

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