Last time, TQQQ and TMF were backtested at a ratio of 70:30, 60:40, and 50:50, respectively, but in the end, I finished by saying that I would add backtesting depending on the rebalancing period.
https://beyondblue.tistory.com/66
The conditions are the same as before.
Period: January 2020 to present
Initial amount: $1,000
Number of installments: $1,000 per month
Ratio: TQQQ:TMF = 70:30, 60:40, 50:50
Having the same accumulated purchase conditions is to take the portfolio more stably while having the average value of the purchase section. I think the most critical factor in long-term investment is accumulated purchase.
The rebalancing period, as mentioned above, is different from the existing content. We tested it under annual, semi-annual, quarterly, and monthly rebalancing.
No rebalancing
Rebalancing once a year
Semi-annual rebalancing
Quarterly rebalancing
Monthly rebalancing
A very unexpected case came out. In general, it was expected that the results would be better through rebalancing, but if it was not rebalanced, it showed the best performance. The red letters show the best performance from 1st to 3rd, respectively, and the most significant performance was when they were purchased at a 7:3 ratio without rebalancing.
What the results are shown through the leverage of NASDAQ and bonds suggest seems complicated to infer for me, who is still a Jurin. I will continue to think about it, and I will try to backtest it once more with general index ETF or individual stocks.
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