US LARGE CAP VOLATILITY REDUCTION WITH US GOV BONDS
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 …
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