Subject: Re: Muscular Portfolios
Looking at a log chart over history it does slightly worse than 60/40 in up markets but has been effective avoiding the bear markets.

There are other ways to sidestep bear markets. Plenty of timing methods.

Other articles on his site say that 60/40 worked in the far past but not in recent decades. So 60/40 as a benchmark may not be a good benchmark.


...independently did a backtest from 1973 using synthetic ETFs.
Allocate Smartly calculates a 30 yr Safe Withdrawal Rate of 6.1% vs 3.8% for a 60/40.

Best to take "synthetic ETFs" with a grain of salt.


The problem with all of these screens & strategies is that for the last 10-15 years the main drivers of SPY, QQQ, etc. have been the same handful of stocks. Just about any screen that is missing those stocks will underperform.