This is the grail of machanizator (A.Kurguzkin) on your website
So I understand, that it is just bought in about half of SPY and TLT, but with volatility rationing, that is, if the TLT is less volatile, then it is bought more, а SPY, correspondingly smaller.
Everything seems to be clear, but right away I did not attach much importance because I thought that the profitability would still be not worth attention. But now I saw a discussion of this moment on Facebook and was very surprised at such a profitability:
Now I sit and cannot figure out how it can turn out 15,6% per annum if SPY during this time grew by only about 100%, and TLT by about 60%. Means, if roughly take them equally, then we get 80% which gives an annual yield of only about 6%……
I have, in a simplified version (no volatility rationing every day) where just equal parts every week I balance SPY and TLT I get this picture with 5,5% per annum.
apparently, the mechanizator doesn’t say something, or I misunderstand something. After all, profitability, as A. Zhavoronkov noted on Facebook, just excellent for an investment strategy. And there is no reason not to trust the mechanizator, since the person is very literate and authoritative.
