Month: October 2022
PSIMON’s review, 3rd Quarter 2022
PSIMON Says: Tricky Markets, Simple Shifts Our AI-driven Global Macro portfolio has continued to steadily outperform its 60/40 benchmark by a 24.3% difference, despite its simple construction (built from 15 long-only vanilla ETFs), and limited, once-a-month adjustments. Since going live in 2020, our portfolio is almost up 14%, while its benchmark has lost over 10% (and …
