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Filtered by tag: methodology · Clear
Strengthening the Backtest: Honest Stand-Ins for Funds That Did Not Exist Yet
Three of the funds DMS strategies have held are young, and their early history has to come from somewhere. I went back over every stand-in and replaced the ones I could not defend. Triad's long-run numbers came down as a result, while its record from 2010 forward did not change.
methodology backtesting triad permanent-portfolio research