Back from a relaxing vacation and it’s just about time (one day delay) for the August reshuffling.
The strategy implementation was posted originally on the Systematic Investor Blog. July’s allocations were good for a 1.2% gain.
| ETF | Original | Modified |
|---|---|---|
| S&P 500 (SPY) | 32% | 12% |
| Emerging Markets (EEM) | 24% | 28% |
| US Bonds (TLT) | 30% | 30% |
| Dow Jones US Real Estate (IYR) | 14% | — |
| MSCI Japan (EWJ) | — | 30% |
Compared to July, the position sizes have changed significantly, but in terms of diversification, the only difference between August and July is that the original strategy replaced EFA with EEM.