Post #129 by rayvt on the Index Investing board

Investment Strategies / Index Investing

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Yeah, about that SLYV timing idea.....

Running a backtest with my favorite timing strategy,
The CAGR dropped from 10.2% to 9.5%
But the stdev (volatility) dropped from 23.0% to 17.8%
And the MaxDD dropped from -55% to -28%.

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