position sizing
How Much Should You Bet? A Backtest of Position Sizing Methods
Four position sizing methods backtested on 15 years of SPY data. Buy-and-hold, trend filter, volatility-targeting, and the combination — with real numbers.
position sizing
Four position sizing methods backtested on 15 years of SPY data. Buy-and-hold, trend filter, volatility-targeting, and the combination — with real numbers.
backtest
Three popular portfolios, 15 years of real backtest data, one uncomfortable truth: they all harvest the same equity risk premium. Leverage scales it. Complexity doesn't change it. True diversification requires fundamentally different risk premia.