I expanded the model 3.3 up to 21 assets with results that continue to be solid without optimization. Beginning from Summer, I think that this model will be my new one with real money (now it's the classic model 3 that you can find in this blog).
It's also ready a variant of model 3 that I'll call model 4, with same rules but completely different time frames.
The correlation between the two models is positive and high (70%), but not too much.
I'll post them in May, when I'll have free time. I am also looking for other 1-2 Etfs candidate that are quite liquid (i just need tight bid/ask not volumes), enough track record for the benchmark and low correlation with most assets. I could also try to see how some short equity Etfs work even if these models are not thought to go short.
Next week I'll post the new May allocation within the week end
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