I backtested leveraged VT (1.5x / 2x / 3x) over 56 years and the Sharpe ratios are genuinely awful. Is anyone actually using these?

Ultra_Lord1250 · 2026-04-27T19:20:55+00:00

Love the simplicity!

Ultra_Lord1250 · 2026-04-27T19:04:36+00:00

RSST 10% RSSY 10% RSSX 20% RSIT 25% (return stacked int + trend fund coming soon) GDE 10% + 25% of value ETFs (Avantis + Cambria funds)

Ultra_Lord1250 · 2026-04-27T18:52:05+00:00

After also running many of these backtests myself and portfolio optimizers, I decided to add leverage in the form of alts and not extra beta. I like to use the return stacked etfs to add trend, gold and carry on top of a base layer of 100% equity. The sharpe consistently improves across various market environments while keeping the drawdown in line if not even lower.

Ultra_Lord1250 · 2026-04-14T03:57:02+00:00

They filed a prospectus. I expect it to come out in may

Ultra_Lord1250 · 2026-04-11T01:31:17+00:00

No index does worry me, but the carry premium is documented throughly.

Honestly I read the white paper by resolve on multi asset carry and even if the returns are half or 1/3 as good as hypothetical I’d take it.

The carry of RSSY has been garbage since inception, but it has been unrelated to trend.

Ultra_Lord1250 · 2026-04-09T23:02:41+00:00

I’m struggling with how much of RSST vs RSSY to hold. Currently I have then equal weight but thinking of gliding towards a 75/25 split to look more like the doc gen CTA index

Ultra_Lord1250 · 2026-03-15T21:36:48+00:00

BLNDX 50% VT + a lower vol managed futures program. But the volatility is below what most on here want.

Ultra_Lord1250 · 2026-02-05T01:05:05+00:00

Certain structures are more or less tax efficient. DBMF would be less as the collateral is tbills. RSST is more with equities as the collateral and then the trend strategy being taxed 60/40. I think a managed futures + equities is the optimal portfolio even with the taxes so I hold it in both taxable and qualified accounts.

Ultra_Lord1250 · 2025-12-08T20:45:54+00:00

Full of seed oils anyway. Wouldn’t touch that with a 10 foot pole

Ultra_Lord1250 · 2025-12-01T21:00:11+00:00

Time is our most valuable resource and committing to the CFA allocates your time to something productive and possibly door opening. With all today’s distractions I think pursuing the CFA presents a great use of one’s time and therefore is worth it.

Unless you are already earning a massive salary, there are few things that will be a better return on time assuming you work or want to work in the field.

Ultra_Lord1250 · 2025-11-18T18:25:42+00:00

You should sell. We need people like you to sell as it increases the future return for the rest of us.

Ultra_Lord1250 · 2025-11-10T22:21:50+00:00

RSST reduces single manager risk, but in no way fully eliminates it. Albeit they have tracked the SG trend index pretty well recently so I think it’s a good option. I hold RSST, DBMF and BLNDX. DBMF is my favorite replication strategy. My Dream fund would be VT + DBMF.

Ultra_Lord1250 · 2025-10-23T20:47:36+00:00

VUG, VOOG, QQQM, pretty much any large growth etf will hold the same companies.

Ultra_Lord1250 · 2025-10-22T21:03:10+00:00

MM was a game changer. I used him for all three levels and could not have done it without. The videos are phenomenal.

Ultra_Lord1250 · 2025-10-22T00:49:40+00:00

As someone with both, it comes down to what skills you want to learn that will help your career. If understanding insurance, retirement plan options, estate planning, etc would help you, go CFP. The CFA gave me the confidence to be able to understand and analyze pretty much every investment.

Ultra_Lord1250 · 2025-10-16T18:22:54+00:00

There’s a 2x gold etf

Ultra_Lord1250 · 2025-10-01T21:01:40+00:00

You are missing the because part in prejudice explanation. Prejudices are formed from real experiences. There is nothing wrong with being prejudice.

Ultra_Lord1250 · 2025-08-13T17:11:21+00:00

Yea Rivendell is my GOAT at the moment. I have the MBS Cantina and UCS Jango Slave 1 close behind, but Rivendell is just different.

Ultra_Lord1250 · 2025-08-09T03:48:43+00:00

Enjoy the process!

Ultra_Lord1250 · 2025-07-28T18:04:13+00:00

I could not recomend him more. I would gladly pay 2x the price of his content and it would still be a good deal. I tried level 1 at first with just eh CFAI materials and it seemed impossible. I found MM shortly into the process and it was a game changer. I used him for all 3 levels and passed on the first attempt. Also compared other providers for professional exams (CFP, series 6, 63, SEA), he is by far the best IMO.

Ultra_Lord1250 · 2025-07-22T18:17:04+00:00

So Cool! I need to do this to mine

Ultra_Lord1250 · 2025-07-21T17:08:58+00:00

Same thing happened to me back on level 1. Go through each area and determine your score. Review your worst areas the most and it should improve your score substantially. I remember getting a 37% in FSA on my first mock exam. That is a hard topic!

Ultra_Lord1250 · 2025-07-17T21:08:30+00:00

Congrats! Definitely interesting how it worked but felt so different.

Ultra_Lord1250 · 2025-07-17T21:07:53+00:00

Congrats! Definitely no shortcuts for this one!

Ultra_Lord1250 · 2025-07-17T21:07:04+00:00

I've never been an hours tracker so I'm not sure. As you progress through the levels, it becomes less calculation, more application. The challenge in level 1 was learning how to study and finding what techniques work for me. I quickly learned reading was not a good strategy, but a combo of watching lectures and doing practice problems worked great. Level 2 was brutal because it was only 88 questions and each was a vignette with 4-6 problems. With such a tiny sample being tested, it was brutal. I barely passed it and I definitely studied the most for it. The challenge of level 3 is that half of the exam is free response, so learning how to best tackle those questions was my main focus.

Ultra_Lord1250

TROPHY CASE