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I would wager a lot of people have a standard brokerage account, a roth IRA and a 401K or regular IRA. There are also a great deal of people with an HSA and left over 529 money as well. Has anyone found a good way to divide the different assets based on tax treatment and projected returns of each ...

https://alphaarchitect.com/wp-content/uploads/2022/11/AA-JBISFactorInvesting22LongOnlyValueInvesting.pdf

According to this article from Jack Vogel and Alpha Architect the main factor that is important in investing is the value portion and not the size factor. Has anyone back tested this data? Do ...

https://download.ssrn.com/nber/nber_w14094.pdf?response-content-disposition=inline&X-Amz-Security-Token=IQoJb3JpZ2luX2VjEL7%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEaCXVzLWVhc3QtMSJGMEQCIHG30l0lrqjG3BUO4JQWNow0rvUJFt4zGKnDounzPZVzAiAk6ao1im0E6oPg ...

I was playing around with Testfol and the preset Golden Ratio Portfolio. Changing out the traditional TLTsim for the ZROZsim actually reduced the max drawdown while increasing the SWR and slightly increasing the Ulcer Index. Seems like a nice way to increase returns without making it any harder to ...

What do you look for when you’re building a retirement portfolio, safe withdrawal rate, volatility, CAGR, low ulcer index? How do you balance all these variables to make a portfolio you can be confident in and stick with through good times and bad?

I put in VTEB vs VBIL into the two golden ratio portfolio analysis on Tesfol.io and there is virtually no difference in return. It is only the last year that is being shown in this analysis but I don't understand why returns would be equivalent in the backtester. If you are in the upper tax bracket ...

https://testfol.io/?s=5a4ujzD8GHy

If you are debating on adding Managed futures ETFs into your decumulation portfolio, it seems to reduce the overall return according to my testfol.io calculator inputs but it can reduce drawdown and still give a very nice safe withdrawal at least over the last 25 ...

Do you think there would be any advantage to participating in syndicated REIT funds as a portion of your risk parity portfolio since they tend to promise higher returns? Has anyone seen statistical data as to whether syndications actually deliver more than a publicly traded REIT?

I see advantages ...

https://testfol.io/?s=hnGGlyVcQYz

I was playing around with guide rails and a golden ratio portfolio with the only substitute as ZROZ vs TLT for the bond portion and the difference over the last 30 years is rather dramatic just substituting the different funds. Can anyone see a drawback besides ...

I tried to construct a low cost FF 5 Factor portfolio and compared it to the total stock market and a 60/40 SCV/LCG stock fund mainly for accumulation. Am I missing something on the Fama-French portfolio because it behaved the worst over the last 8 years? Is there a way to get more robust data from ...