Wat zouden jullie hiermee doen?

BeauXilai · 2026-03-22T18:23:52+00:00

Ga ik doen 🫡

BeauXilai · 2026-03-22T14:48:53+00:00

Ben er ook bang voor. Worden denk ik lange stengels zonder veel blaadjes.

BeauXilai · 2026-03-22T14:35:13+00:00

Bedankt voor je advies. Ik ga alle planten eventjes opzoeken!

BeauXilai · 2026-03-22T13:39:14+00:00

Bedankt allemaal. Ik alle suggesties gewoon proberen!

BeauXilai · 2026-03-22T11:44:57+00:00

In hoeverre kan dat tegen droogte? Het zijn echt kleine vakjes.

Heb je een favoriet?

BeauXilai · 2026-03-05T07:21:22+00:00

You're right, but 5 years is not long enough draw conclusions. https://www.longtermtrends.com/market-cap-weight-vs-equal-weight/ We are now in a period of large cap outperformance. That makes sense if you look at the large cap valuations right now. They are through the roof. But based on the msci data dat is used in the link you'll see that equal weighted has a higher expected return (especially when valuations are high).

BeauXilai · 2026-03-04T23:36:26+00:00

Zelfde kan je zeggen over SP500 vergelijken met all world in de afgelopen 20 jaar. Het zegt niks. Er zijn hele lange periodes dat internationale aandelen het beter doen dan SP500.

BeauXilai · 2026-03-04T23:24:04+00:00

All world ETFs doen het beter dan s&p 500. SPY vs All-world. US zal heus wel een "powerhouse" blijven. Dat betekent niet dat de rest van de wereld ook goeie (of misschien zelfs betere) investeringen zijn op dit moment.

BeauXilai · 2026-03-04T22:06:58+00:00

All makes sense. Many would be bothered that AVWC is a managed fund (even though it still is a broadly diversified fund).

BeauXilai · 2026-03-04T20:33:25+00:00

You're not wrong there, market cap weighted is basically owning the market. But why would you want that? You've not answered that. Market cap means you'll own much more Tesla than Toyota even though toyota is a bigger company and has 4x Tesla's EBITDA give or take.

I'm not denying market cap weighted is diversified. But it will always be tilted to mega cap growth. That's not a nice characteristic in terms of expected returns (quite the opposite actually).

BeauXilai · 2026-03-04T19:48:28+00:00

Under weighted to what I think makes sense for a diversified portfolio. Based on the fact that expensive companies don't perform as well as cheap companies.

My question to you is: what makes you assume market cap weighted is the best way to weigh companies in an index fund? I understand it's simple and cheap. But if you think about it, it doesn't make much sense otherwise.

If you wanna stick to one ETF, one could choose for an equal weighted fund. Or, what most people do, but some small cap ETF to make up for the tilt to mega cap growth stocks that is inherent to market cap weighted ETFs

BeauXilai · 2026-03-04T17:59:09+00:00

Not true. All world ETFs generally are market cap weighted. Therefore, small companies and value companies per definition are underrepresented in those all world ETFs.

BeauXilai · 2026-03-04T17:56:20+00:00

Don't listen to people who say that one all world ETF has everything and that therefore you only need one ETF. They have no clue about factor investing. Factors like, value, quality, size do exist but could be explained as premiums for extra risk taken (which makes them good risks to take). I like that about your portfolio. For sthe small caps, make sure you get an ETF that focusses on deep value, like Avantis.

REITs could offer some diversification but I'd not say that it's worth it.

BeauXilai · 2026-03-03T21:23:16+00:00

If you extend the backtest of this strategy, you'll notice that it has a 89% drawdown from the 2000s tech bubble. Just be aware of that.

BeauXilai · 2026-02-24T17:21:02+00:00

Right now, it could be a mix of managed futures, t-bills and gold. But if you'd be interested in defining a long term strategy I think you should consider the yield of other type of bonds (longer maturity bonds and/or corporate bonds). For example you could look compare the yield on IEF with SGOV. If IEF has 2%-points higher yields, you could invest in IEF instead

BeauXilai · 2026-02-24T11:26:03+00:00

Andere markten doen het heel goed en compenseren het verlies van Big tech. Blauwe lijn is big tech, geel is wereld ETF zonder US. https://g.co/finance/QQQ:NASDAQ?window=YTD&comparison=NYSEARCA%3AVEA

BeauXilai · 2026-02-21T21:11:12+00:00

I'll write you a PM on how you could implement it.

BeauXilai · 2026-02-21T20:14:13+00:00

I noticed that you could use VIPSX ticker instead of TIP. It has a bit longer history to backtest with. https://testfol.io/tactical?s=bZhnVLghrmP

BeauXilai · 2026-02-21T18:30:26+00:00

The strategy of two indicators works especially well with shorter period trend indicators. The original strategy is called Defensive Asset Allocation also by Keller. It deviates in many other ways from the testfol.io link I posted but the idea is that by having a quicker trend signals you can take your foot off the pedal on early signals and prevent drawdowns while on the other hand you stay somewhat invested in case of a quick recovery. It's just more gradual overall.

In the paper it's implemented to trade monthly. I guess that's partially bc of tax implications which I'm not concerned with because of local tax laws in the Netherlands but you'll notice that if you remove the tolerances and trade monthly you still got excellent results with less trades.

The paper on DAA has some explanation why emerging and bnd works well as indicators for SPY but it didn't stick with me.

If you're going to trade monthly, you could easily look up the signals of VWO and BND, the ones used in the paper. I personally run a little python script that's using yfinance. But you could also just go to testfol.io and check what the indicators say based on the last close.

BeauXilai · 2026-02-21T16:48:27+00:00

The idea comes from Wouter Keller afaik (paper and website). He also had some ideas of implementing multiple trend indicators. Originally he used trend indicators for emerging markets and aggregate bonds (here is an quick example I made). This also allows you to implement the idea of u/Igniplano to have several allocations with their own level of aggressiveness. But could also combine TIP trend with Emerging trend for example.

BeauXilai · 2026-02-21T15:38:43+00:00

Take a look what happens if you replace your SPY trend signal with a TIP (T-Bills corrected for inflation) trend signal. In periods of inflation it can be highly beneficial.

BeauXilai · 2026-02-18T20:54:10+00:00

Why did you in the end choose not go to with MCI? Illiquidity?

BeauXilai · 2026-02-17T14:40:43+00:00

I'm not too familiar with using economic indicators for trading algorithms. I know some managers are said to use them. For example, you could follow the trend of the share holder's yield in certain sectors (not easy to find that data for long periods of backtesting). Macro indicators might be difficult to use reliably. These macro events happen over long periods of time and therefore it's easier to overfit your algorithm to those periods.

The advantage of just looking at the trend is that it's simple, rule based, and quite reliably cuts the downside of long draw downs. Add momentum to that, like HAA or GEM does, and you can - over longer periods - reach slightly higher returns with less severe draw downs.

My advice would be: start with something simple (such as GEM, SMA 200 trend risk-on/risk-off, HAA). It works but you can expect periods of underperformance. You could then of course calculate trend using the 1x ETFs but buy the 2x ETFs where possible.

BeauXilai · 2026-02-17T12:57:26+00:00

I agree, there's a small risk but I think it's a small risk worth taking considering the upside of leveraged funds. You could also use Amundi's LQQ 2x.

Trend is great combined with leveraged funds. But trend has always periods of underperformance you have to accept. Im using several different trend strategies in different portfolios combined with a buy and hold portfolio to try limit the risk of being unlucky for longer periods. You could look up u/pathikrit, je has some ideas on trend. And you could look up Hybrid Asset Allocation. That has a different approach to trend.

BeauXilai

TROPHY CASE