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All weather portfolio

I made a simple all-weather portfolio based on Ray Dalio's distribution but it doesn't beat the SPY at all.

2 responses

It beats SPY on a risk adjusted basis!
You could apply leverage to get higher return.

Try scheduling the rebalance function once per month.
It won't improve the return much but it would be less work to trade.

You are right, Steve! The risk totally beats SPY and, with around 2x leverage, it can beat SPY in return as well.