RE: Aggressive ETF Portfolio Weekly Update: 19.22% PROFIT Since Nov. 3rd Start Date!!!

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Aggressive ETF Portfolio Weekly Update: 19.22% PROFIT Since Nov. 3rd Start Date!!!

in money •  7 years ago 

Any idea how far back this was back tested?

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Hi @brojitzu (+@cryptobl0ck)

I back tested this myself. The four funds start on different dates, so I began my backtest when they all existed - 30/11/2010. I got similar numbers as what @haejin said.

I included tax and brokerage fees in my backtests, removing tax from the amount invested each time there was a capital event, and the result was around 44% annualised return (44% per year). Note - they are MY expected tax and brokerage fees for my scenario - if you invest a lot more (or less) and use a different platform, those fees will be different. But assuming my numbers are "around average" - it gives you a fair indication.

I also did a simpler back test (no tax/brokerage considered) on the "less aggressive" suggested funds, and got lower, but good, annualised returns. If I recall correctly it was around 35% annualised.

I don't think I ever saw specific info on the backtests that Haejin conducted. There is a little more detail in his original post where he explained this strategy - https://steemkr.com/bitcoin/@haejin/would-you-like-to-beat-every-mutual-fund-manager-here-is-an-aggressive-equity-portfolio-that-can-average-47-per-year-or-more