Don - congratulations on your many years of outstanding returns. I am where you were umpteen years ago. I’m looking for a good system but 5 years backtest isn’t sufficient for me. I have also found that adding too many securities into the mix reduces performance. I’m not really sure how the GTAA compares to the IVY portfolio but was surprised to see allocations such as below:
The actively managed Cambria Global Tactical ETF (NYSEArca: GTAA) weights U.S. fixed-income at 59%, international fixed-income 5%, international emerging markets 2%, U.S. stock 13%, commodities 1%, U.S. Real Estate 11%, cash 8% and currencies 7%.
I have been looking a long time for extended series of historical data for the main asset classes, or if you wish asset class categories (for the more picky readers). I had prevously found monthly data but wasn’t end of month. I think it was a monthly average price.
Please let me know if you have a source of historical data that I can get hold of and play with in EXCEL. Then I can take the results and model the last 5 years in P123.
Thanks
Steve