Subject: Re: Rationalwalk on Equal Weight
If we think of SPY and RSP as being two endpoints of an interval, then perhaps the optimal allocation (for a given person) is an intermediate point in that interval. For example, 40% SPY and 60% RSP.

Since the weighting is so concentrated, just buying RSP and then each of the 7 stocks in whatever weight makes you happy seems even easier.

tecmo
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