Looks like dart-throwing monkeys are a viable alternative…
Boot out the 2008 Financial Crisis (a sample of n=1) and you have pretty “blah” returns…
Are tactical asset allocation systems actually timing massive drawdowns or is it all luck? Moving average rules look promising (as always), but finding effective tactical asset allocation is still the most challenging I’ve run into yet!
Our old link doesn’t work, but here is an updated report on a variety of tactical asset allocation models.
Why can’t making money be easier than this?
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