Euphoria, It looks at the time of the Q2 back 4 Qs and rebalances. That is the default. I did not tweak it at all, you can pick the Q to rebalance and also rebalance each Q. I was shocked at the first attempt being so high at 20% CAGR. Uncle canQ rebalance, just tried it, the CAGR dropped to 6%. A 2 year hold 12% CAGR.
An improvement found was adding Price/IV < .8 That = 25% CAGR .
Cheers
New Article: The Best Gold Miner Value Stock in the World? Looks Like Beacon, page-16
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