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if I invest for say 10 years with a conditional exit/hold strategy at tne end (i book profit and exit if I am in green, or decided to wait up to 5 more years till i turn green / with a minimum threshold) ...would that flexibility in investing strategy bump up my annualized returns (and presumably significantly reduce negative returns)?


This sounds at its core like a "wait until I've made my money back" strategy. And yes, per definition you're guaranteed to make your money back if you follow it.

It's not E log X-optimal though.


You can run a back-test on that type of strategy using the underlying data from the linked post: https://drive.google.com/drive/folders/1hacdyPFJtLMybJrf4CwF...

Edit: typo


This doesn't sound like something you can know without back-testing that assumption (which is fairly easy).




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