Backtesting has been done since 2020 with TMF, which is rising due to many people's beloved TQQQ and bonds. The setting value is as follows.
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
Rebalancing: Early every year
Let's take a closer look. The 7:3 ratio was 181.67%, and the 5:5 ratio was about 168.98%. It was about 10% difference over two years, so I wondered if this difference would be bigger if I increased the time. The table below is for the above questions. TQQQ was first created in 2009, and if you backtest under the same conditions from then on, the CAGR (Cumulative Average Return) is about 68%! Although it is showing tremendous growth potential, in the case of the recent weak market, the yield is showing considerable decline.
If you didn't do rebalancing, I was curious, so I did the simulation as follows. Strangely, we are showing high performance in preparation for not rebalancing, and if we have a chance, we will check the conditions of the rebalancing period differently.
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