Well, on Monday I started trading the Uberman’s Portfolio with real money.? The yield is 10.99% at the current leverage.? I made this move after a month of forward trading (24/7 exposure)?and then completing 3 years of backtesting.? They both confirmed the theory that the porfolio does indeed stay tied to the “index” of the interest rate yield.? Random indexes of currencies did not do this.? This has given me the confidence (and data for position sizing) I need to dip my toe in the water.
Hopefully, this will be exactly what I meant about having an approach that allows you to benchmark your performance.?? By knowing that the portfolio is mathmatically driven to “stay in the lines” as best as possible and the road is mapped out ahead of time (the yield), then I have more confidence about the results and what they mean.? If after a year the return is close to the yield and walked the line the whole way, I can be reasonably sure?that the results were not luck but a result of the model at work.? I know that theory by confirmation isn’t the best form of proof, but in trading that may be all we get.