In a tragic turn of events, a Morningstar Portfolio manager debacle wiped out my historical performance data earlier this month. So we’ll have to make do with just the backtest while I build up the live track record again (as far as I can tell the old data is unrecoverable).
I may try and go back through the old updates to rebuild the “real” track record but it’s not something I’ve put any time into yet.
33% S&P 500 Futures
22% Laddered Treasury Futures
30% ex-US Equity
~117% gross exposure