In response to concerns over the allocations to specific ETFs shown in the “Maximize Return/Risk” sample portfolio, below is an optimized revision. Removed are the individual stocks as they always require an additional layer of complex analysis. In their place I added VFH, the financial sector ETF that is currently showing a buy based on “Delta Factor” analysis. I also replaced GLD with another precious metal, SLV. The final output reflects, to some degree, the Swensen Six portfolio. True, only 10% is allocated to U.S. Equities instead of the 30% advocated by Swensen. That could be changed with one more constraint. Swensen does not include commodities in his allocation, but I prefer to hold a minimum of 5% in commodities, be it DBC or precious metals.
The following material is not for publication elsewhere on the Internet.