Max-Sharpe Allocations for October

Was busy at the beginning of September and didn’t post the updates for that month. However, the allocations were pretty close to August’s. The performance for September was pretty bad – a loss of 3%, which sent us at a negative 1% for the year.

It seems that a correction might be starting, and the strategy (both the original and my modified version) is acting accordingly, allocating 71% to TLT (treasuries) and the rest to SPY (S&P 500).

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