US Large Cap VOLATILITY Reduction with US GOV Bonds

Using our Volatility Targeting tool let us test a simple strategy, a 200 day moving average filter targeting 12.5% volatility applied to US Large Cap Stocks (SPY).  When the fund is below the 200 day moving average up to 50% of the strategy equity to US Government Long Term Bonds (TLT).  This strategy updates the allocation monthly.

The long term test using US Large Cap and US Long Term Government Bonds:

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