Post #737 by Baltassar on the Mechanical Investing board

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Investment Strategies / Mechanical Investing

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OK, I couldn't not look again.

Here's a stripped-down two-asset version that swaps between aggregate bonds and high-yield bonds, with cash as the out-of-market asset. The benchmark is high-yield bonds. Backtest goes to 1995. As before, 2008 is a visible break point, in terms of out-performance.

https://www.portfoliovisualizer.com/test-market-ti...

If I already owned an aggregate bond fund like BND, I'd at least think about this.

Baltassar

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