Managed Futures

The second portfolio has a missing 25% exposure to stocks (125% vs 100%). Fixing that, using S&P500 for the S in RSST, and adding an additional 1% interest on margin:

Link: testfol.io

Looks very similar. Even though AGG is not treasuries and VTI is not S&P 500. Return is in USD, but as always: The denomination is irrelevant.

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