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.
volatility
The one portfolio variable you can actually control. A real SPY backtest shows why scaling your position to a volatility target beats letting the market decide your risk for you.