FAQ

Who is this model ideal for?

This model is ideal for advisors who can configure it based on client goals. It can also be useful for non-profit entities by making them less reliant on donations.

Who shouldn't use this model?

Model isn't ideal for folks who aren't comfortable with at least 10% in drawdowns.

How do you invest your capital?

I invest in experimental variations of MacroWinds that may have other indices and dynamic allocation shifts.

What are the risks associated with the model?

The foremost risk is that the model stops working. The model is based on hindsight and assumptions that there will be boom-bust cycles, that the US will remain the dominant economy, that global climate change won't re-shape economies.

Under what situations will you abandon the model?

Personally, if the model returns less than 10% on the Rolling-10-Year-CAGR metric in a decent environment, I'll re-evaluate my bias towards the model. (Currently the worst on this metric is 14.25%).

How do you measure drawdowns?

The model completely ignores intra-month noise. Drawdown is measured peak-to-trough based on a monthly-close basis.

What should I read, who should I follow to get started with asset allocation?

I've personally benefitted by following the works of Alex Shahidi, Gary Antonacci, Keller & Keuning, Wes Gray, Jack Vogel, Corey Hoffstein, Nick Maggiuli, Cullen Roche, Meb Faber, Morgan Housel, Ben Carlson, Michael Batnick, Allocate Smartly to name a few.