January was one of the better months on record. The allocations were good for a 5% gain! Unfortunately, a common human trait led me to stay out of these positions in January. Thus, I missed most of it.
As one can expect (the initial filter is a sort of momentum), the allocations for February are similar. Yet, there are some fresh changes:
|US Real Estate (IYR)||40%|
|S&P 500 (SPY)||10%|
|US Bonds (TLT)||40%|
Germany is a new addition and hasn’t been among the choices in a while. The SPY is only on the list if one applies an upper maximum size for each position (if positions of any size were allowed – SPY doesn’t make it through the Max-Sharpe filter). So a lot of changes here, curious to see the developments. With my luck recently – IYR and TLT are simply going to turn around and give back all of their January’s gains. 😉