The logic is to diversify as much as possible and increase the leverage for extra return. No fancy timing just pure optimization. Optimization seems stable because there's no return guessing. Code is Robinhood ready. Remarkably does better than holding SPXL. Pardon the length of code as I use it as a template for all my theories.
As backtested above it has good consistant performance but uses all EFTs. Which is OK but, limits the back test date to 2010
If found a parameter "global_picks" and set it to true. Now it uses all stocks. The performance is about the same as SPY. Is this
what is expected? Interesting code, the first time I have seen someone here using Jascobians. I spent many years using them
writing differential equation solvers.
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