26 Comments

Will be watching this with great interest. May I suggest making an M1 Portfolio so that we may follow along in a test account. Great job thus far.

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Nov 20, 2022Liked by Prometheus Research

Really impressive and generous. πŸ™πŸΌ Thanks for concentrating so much research and knowledge into a strategy that a lot of people can (probably) understand and follow. Let alone the promise of providing the weekly positions! πŸ‘€

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Nov 18, 2022Liked by Prometheus Research

This is really impressive work! What does -5.3% mean on TLT allocation, is it TLT short?

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Nov 18, 2022Liked by Prometheus Research

Hi. What's the monthly subscription cost?

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Amazing guys! Great job

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Nov 18, 2022Liked by Prometheus Research

This is very exciting. You guys do awesome work and it sounds like this will make it even easier to implement these great ideas. Great job btw on recent CPI guidance!

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Nov 26, 2022Β·edited Nov 30, 2022

It would be great if you publish a table with backtest monthly returns, to be able to check correlations with other portfolios/systems/assets. Congratulations for your work and thank you for all the free info

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That's the typical BW way!

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I wish the "Prometheus ETF Portfolio" was an ETF I could buy, but if that isn't possible a M1 portfolio.

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Is it possible to replicate this strategy in a non-margin account such as an IRA?

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Any chance we get a preview for y’all’s read before this next cpi print?

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can we get an outlook on pce inflation numbers coming in tomorrow?

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Really impressive work! A few questions:

1. What explains huge underperformance for past 12 years? (~2x for Prometheus vs ~4x for 60/40)

2. Does adding granular equity sectors really enhance risk-adjusted returns vs just SPY? Is it possible to separate out the equity portion of the portfolio and compare to SPY?

3. Is there a big penalty to use TAGS instead of granular CANE, WEAT, SOYB etc. ?

4. Is there a big penalty to use XME instead of granular GLD, SLV, PALL ?

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great top down approach. thank you for sharing the framework and the allocations, looking forward for the weekly updates.

have a nice weekend

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Looks like a very compelling strategy. I'll be following along to see how it does out of sample. One thing I noticed is that aside from the currencies you are only incorporating US assets - any reason why you aren't including non-US assets?

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