etfmsolutions: Bonds & Fixed Income...All In...6.19.13

Wednesday, June 19, 2013

Bonds & Fixed Income...All In...6.19.13

Here's an update to the all in bonds and fixed income T2 model...which is effectively a market neutral portfolio.
Once again, this is a model that holds all positions in equal dollar amounts and the only trading is a monthly rebalancing to assure that equal dollar amounts are allocated to each position.

The attractiveness?
It's not the returns obviously, but the drawdown containment and the rather astounding RSQ of .97.
All ears on on the FED today.

Commentary and Updates

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