James, what is your thinking on whether or not to offer the strategies on a subscription basis? Also, if a person wanted to implement one of the strategies, how would you go about sizing the positions given they will have drifted from their size at the December 31 rebalance date and you do not seem to be publishing, as of yet anyway, real-time position sizing?
Drew, there will be a subscription version with more details in the near future. Updates will be posted on this site. Meantime, note that the weights for funds in the strategy in the baseline version monitored here are rebalanced to the target weights every Dec 31, as defined here: http://www.capitalspectator.com/wp-content/uploads/2020/08/etf-ps.definitions.pdf
As for additional intra-year position sizing, that's an interesting idea, although it might possibly change the strategy results, perhaps dramatically, and so it requires additional testing. At this point, I don't have hard data to cite. That said, rebalancing more frequently should/could act as an additional risk-management feature that will reduce strategy volatility.
James, what is your thinking on whether or not to offer the strategies on a subscription basis? Also, if a person wanted to implement one of the strategies, how would you go about sizing the positions given they will have drifted from their size at the December 31 rebalance date and you do not seem to be publishing, as of yet anyway, real-time position sizing?
Drew, there will be a subscription version with more details in the near future. Updates will be posted on this site. Meantime, note that the weights for funds in the strategy in the baseline version monitored here are rebalanced to the target weights every Dec 31, as defined here: http://www.capitalspectator.com/wp-content/uploads/2020/08/etf-ps.definitions.pdf
As for additional intra-year position sizing, that's an interesting idea, although it might possibly change the strategy results, perhaps dramatically, and so it requires additional testing. At this point, I don't have hard data to cite. That said, rebalancing more frequently should/could act as an additional risk-management feature that will reduce strategy volatility.