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US Large Cap VOLATILITY Reduction with US GOV Bonds

11/13/2019

 
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.
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The long term test using US Large Cap and US Long Term Government Bonds:
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Strategies presented anywhere on this site are ideas only, and only for education.

RotationInvest.com/PortfolioBuilderInvest.com do not provide investment advice, and are not investment advisors.

Please read our Terms and Conditions.


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ROTATIONINVEST.COM PROVIDES QUANTITATIVE TOOLS TO FACILITATE RESEARCH AND ANALYSIS OF A WIDE VARIETY OF EXCHANGE TRADE FUNDS (ETFS), STOCKS, AND MUTUAL FUNDS.  CUSTOM BUILD YOUR OWN SECTOR ROTATION, ASSET ALLOCATION, REBALANCED PORTFOLIOS, AND RISK ON RISK OFF STRATEGIES USING OUR BACKTESTING TOOL OR USE OUR PRE-BUILT STRATEGIES AS TEMPLATES FOR YOUR OWN IDEAS.

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  • Home
  • How To
    • Risk ON Risk OFF Tool
    • Portfolio Rotation
    • Rotation-Momentum Tool
    • Portfolio Builder
    • Screener
    • Adaptive Asset Allocation
    • Portfolio Moving Average and Portfolio Absolute Momentum
    • Portfolio Channel
    • Strategy of Strategy
    • Moving Average
    • Channel Crossover
    • Volatility Target
    • Retirement Tools
    • Total Returns
    • Rolling Research
    • Ratio/Correlation
    • Description of Calculations
  • FAQ
  • Blog
  • Free Rotation Tool
  • Tools - Members Only
  • Contact
  • Login/Manage Account