No. of Recommendations: 4
Wow, blast from the past. I even remembered the original guy's name - Bill Dirlam...
interesting, he sold it to QuantStreet several years ago but still apparently writes for it...
the original history/results going back to the 90s is gone, just the last 5 (running?) years...
a few different approaches, less global asset allocation focus and more detailed US asset-class/approach focused... only the "US Timing" model significantly outperformed the S&P this year, but the Moosistories doesn't include past years' S&P results (could look it up of course)...
Perhaps the best adaptive mechanical investing quote I've seen in a long time: (about the post-2009 Fed-QE1/2/3/N driven market...
"This led me to the inevitable realization that no portfolio management strategy is perfect for every place, time, and person' not active market timing, not passive buy-and-hold, and not any variant of the two.
In short, when the financial environment and/or one's personal circumstances change, strategic approach must change. "
So now he has 3 different "universes".
