eToro-ing the world's largest Hedge Fund: Part 3 - Backtested Results

1:15 AM

For those of you who prefer videos, i have done a series on my YouTube channel here (insert Link)

This is not supposed to be detailed instructional into All-Weather, it is too complex for me to describe here and my YouTube videos but i hope it is general enough for my copiers so you do not need a finance degree to understand.

I will probably do a Udemy course to describe the methods in more details, but this is a general overview.

Past results are by no means a reflection of future returns.

But......

i believe in the spirit of the system and human behaviour, the results below are from my back-tested results.


Testing Results
The extreme returns are a result of exposure to real estate in the US, so the gain in 2010 and low returns in 2009 are unlikely to repeat. The loss in 2005 is just an organic under-performance of the system and was partially due to it only being restricted to half a year.

These results are also restricted by the number of years in which the instruments had data.

In view of this, i am reducing the exposure to the Real Estate ETF as well as reducing exposure to the SP500 due to my long term view of this market.

My value add
With the information you have here, you can use this system? Absolutely. If/when i come up with the Udemy course, this will be even more so.

My only value add is

1) i have a macro view of the market,
2) i manage the technical aspect,
3) i understand this portfolio as best i can and
4) that i rebalance this portfolio every quarter. These are elements you can do yourself if you feel up for it!

I hope my intentions are clear and that this portfolio is something that you can add to your investing journey. If not thanks for taking the time to read this and hope you have learnt something!

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