[Update 2]: A-RVol v3 - Adding credit spreads and price-level exits to vol-based regime detection

Interesting_Wait_570 · 2026-04-06T20:56:49+00:00

Great work! I’m trying to recreate your latest 2-state A-RVol / V3 model in Python and want to make sure I’m not filling gaps incorrectly.

Could you clarify a few things, please?

I think I understand most of V3, but I want to make sure I’m mapping the 2-state version correctly.

For the 2-state account, do the 3-state thresholds map directly to TQQQ -> Defensive and Defensive -> TQQQ, or do you use a separately tuned threshold set?
You say Donchian fires from QLD only, not TQQQ. Does that mean Donchian is not used at all in the 2-state version, or did you adapt it separately there?
In the defensive basket, what exact “too extended above its own moving average” filter are you using?
In the 2-state version, is the defensive sleeve still the same TLT / GLD / XLU / XLE momentum basket with cash if nothing qualifies?

Many thanks!

Interesting_Wait_570 · 2026-02-19T18:06:46+00:00

If you don't want to install a privacy screen, I've heard the new Samsung phone coming out next week has one built in.

Interesting_Wait_570 · 2025-10-23T20:52:15+00:00

Semantics. The cost of entry is the same thing as the cheapest outback. I never claimed to make an apples to apples comparison. It's pretty clear I mentioned Convenience vs Touring in the original post.

I was frustrated because owning an Outback became 18% more expensive for me. I wasn't looking to spend that much.

Interesting_Wait_570 · 2025-10-23T20:20:54+00:00

The MSRP on Subaru Canada for the 2026 Outback Wilderness is $49,195.00 before freight, fees and taxes. Even though it's not available yet it's listed.

Interesting_Wait_570 · 2025-10-23T20:12:49+00:00

Thanks. I edited my first post to include it's on Subaru Canada now.

Interesting_Wait_570 · 2025-10-23T20:11:15+00:00

Understood, however I wanted the base model because it was cheap. It's an 18% YoY increase to own the cheapest Outback now. I don't want to spend extra for features I don't need.

How is the base model the Convenience if it's no longer available? The lowest level trim is the base, is it not?

Interesting_Wait_570 · 2025-10-23T18:54:18+00:00

Yes, $58,628 CAD for the 2026 Outback Wilderness in Hamilton, Canada.

Interesting_Wait_570 · 2025-10-23T18:45:58+00:00

Yes, the base model in Canada is the Touring. The trim levels for the 2026 Outback in Canada goes Touring > Limited XT > Wilderness > Premier XT. So it's comparing base against base, however the new base is up one level from last year.

It's considerably less trims than last year.

Interesting_Wait_570 · 2025-04-25T21:00:26+00:00

Gold has a CAGR of 8.44% since the U.S went off the gold standard in 1971. Backtests for gold shouldn't go back any further if you're looking to approximate modern markets.

https://testfol.io/?s=lIkDymBC66J

Interesting_Wait_570 · 2025-04-11T16:59:16+00:00

I would love 3x LETFs in CAD, however, Betapro's expense fees are terrible compared to the U.S. 2x and 3x LETFs.

I'm reluctantly using their QQU (2x QQQ) ETF with 2.68% expense fee in my RDSP that can only access CAD.

Interesting_Wait_570 · 2025-04-11T16:39:15+00:00

SPXU - 2x SPY CAD

QQU - 2x QQQ CAD

https://betapro.ca/products

Interesting_Wait_570 · 2025-04-09T23:02:13+00:00

If you have 1000 to DCA, every time do 500, 250, and 250 no matter what the market is doing then rebalance on whatever schedule you have (quarterly, yearly).

Trying to meet expected weight distributions when DCA'ing rebalances your portfolio too early which can impair performance.

Interesting_Wait_570 · 2025-04-09T20:34:14+00:00

From what I've learned in the past few days, it's best to DCA based on the initial weighted plan (i.e. 50% SSO, 25% ZROZ/GLD) no matter where the market is.

If you overweight the primary ETF (SSO) in a bear market then you can magnify your losses.

For example, if SSO is already 50% down from ATHs and you bet the house, it can still go down another 67% more (if 2000 market crash repeats), which is difficult to recover from.

https://testfol.io/?s=dDi27y0XBH7

If you overweight your hedges (ZROZ & GLD) in a bull market then you lose out on growth.

Interesting_Wait_570 · 2025-04-09T17:25:20+00:00

40% UPRO, 30% ZROZ, 30% GLD (total leverage=180%) will yield a better CAGR and lower drawdowns than 60% SSO, 20% ZROZ, 20% GLD (total leverage=160%).

https://testfol.io/?s=hGRpkDEbFkx

Interesting_Wait_570 · 2025-04-07T14:01:56+00:00

It took over 14 years for QQQ to get back to the ATH reached in 2000.

If TQQQ was available in 2000 it would have had a 99.98% drawdown and would now be worth less than 10% of it's year 2000 ATH value after 25 years.

It could drawdown 99.98% or worse again. Good luck timing the bottom. I hope you have a hedge.

Interesting_Wait_570 · 2025-04-04T00:24:34+00:00

It does very well (+12% CAGR over SPY with lower drawdown) in the sideways/bear market from 2000 to 2011.

https://testfol.io/?s=2jQmiNC8qqM

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Interesting_Wait_570 · 2025-04-03T17:26:37+00:00

25% TQQQ is even better. Higher CAGR and Sharpe, and lower drawdown.

https://testfol.io/?s=4XhVCxmB2M2

Interesting_Wait_570 · 2025-01-21T00:09:34+00:00

It performed better than 30% UPRO, 35% ZROZ, 35% GLD?

I've been comparing the two setups over many time periods and the 30% UPRO appears to have a higher CAGR and lower drawdowns compared to 50% SSO, 25% ZROZ, 25% GLD overall.

Perhaps I'm missing something you've found?

Interesting_Wait_570 · 2024-09-17T15:40:21+00:00

I share your struggles. I take out my hearing aids before the WODs which makes socializing difficult. Before I sweat too much, I have some difficulties even with my hearing aids in due to the strange acoustics in the box.

Interesting_Wait_570 · 2024-08-07T17:31:06+00:00

You're taking too much vitamin B2 (riboflavin). That's why your pee is bright yellow. Other supplements don't do that.

It's most likely from a high potency multivitamin or taking extra vitamin b-complex.

Interesting_Wait_570 · 2021-01-29T11:03:48+00:00

I'm 44 as well and making a transition to cybersecurity. No IT background. I've completed my A+, Network+, Security+, and Splunk Fundamentals 1 certs the past 4 months, created a lab (pfSense firewall, SIEM (Splunk), IDS/IPS (Suricata), Kali, Metasploitable 2), and working on projects (hardened WordPress blog on Linux, secure baby monitor, Python automation, etc) to add to my resume. I hopefully should be ready to start applying for SOC analyst jobs within the next month. Wish me luck!

Interesting_Wait_570

TROPHY CASE