This is the latest version of the tentative new AB model to replace TAQK. We've eliminated TLT and I'm continuing to look for a substitute for TIP in an attempt to minimize exposure to Treasuries. Here's a little aside article on the matter from Gundlach, who's in the same league with Bill Gross regarding bonds.The new AB more closely mirrors the cyclical flux in the SPY versus LM or TAQK, but both versions of AB have superior drawdown metrics relative to SPY. This is not the final version of AB...I hope to have that nailed down by next week.
Based on yesterday's
SPY/QQQ/IWM study we may also replace SPY with IWM in the AB model and
allocate some capital to that position...thus creating a true 6