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Kim posted a few article links about the Anchor portfolio at the Aeromir Forms so I thought I'd provide a few for the Sleep Well Portfolio (SWP) that we have so you can compare. I don't know how active the Anchor portfolio is. The Sleep Well Portfolio is re-balanced once per week. We compare the SWP to the 60/40 stock/bond or the Risk Parity (RPAR) portfolios but it compares well to the SPY. This is a chart of the unleveraged SWP versus SPY: This is the draw down chart of SWP versus SPY Maximum draw down is -10.1% since 2007. This is the comparison of the 1x versus 2x versus 3x leveraged SWP Wayne started the live signals at Aeromir on 29 Sep 2020 but he's been trading it with his personal capital for several years. He was creating portfolios like this for very high net worth clients when he worked at the hedge fund. Since 29 Sep 2020, the 3x leveraged account went from $50,000 to the current $113,032, which is a +126% return in just over 7-months. Worst weekly drawn down on a weekly basis was -14.3% with the best one week gain of +24.5%.

You are spot on!

Keep growing your assets and when you hit your first million, position minimums will be a thing of the past. 🤑 As you stay consistent with good strategies like what Kim publishes, it will be no time before you start looking for other places to put spare capital. #TheSleepWellPortfolio

Couldn't agree more Tom. This is why we always recommend to start small with any system. You never know when the next drawdown will come.

Hi everyone, Tom told me he was posting here on behalf of Aeromir and there was a discussion about The Sleep Well Portfolio. Kim I have heard great things about your systems, So let me start off by saying that I have much respect for you. What you said about market timing is true. The Sleep Well Portfolio (SWP) is timing the market. Unlike most timing models though, it is not binomial on only equities, meaning its not in or out, it is more about choosing the highest probable assets for the given macro environment. The SWP is also not a options strategy. It was originally designed for the passive cash that is degrading in value not being used in strategies like your own. Option have inherent leverage already built into them and have absolute risk and time risk. This is all very different than an ETF long only strategy like the SWP, that only has the risk of absolution if all markets were reach 0. The SWP was designed for the accounts that might not have options permission or just don't want options exposure. Your Anchor trade is brilliant, and is very good at capturing the exposure it is designed for, so I would not attempt to compare the two at all. I am glad that there is questions and the idea of diversifying with non options based stats is a hot topic. =) May your assets grow and you Sleep Well, WK

The SWP is also 100% invested in long ETFs all of the time. I took a seminar with George Fontanills in Vegas many years ago. George said the first thing he asked when someone showed him a new trade idea was "how much can I lose." Examining risk factors (draw down, profit factor, Sortino and Sharpe ratios) are critical. You have to balance your investing time horizon and portfolio size to how much risk you're willing to take. If a trading system you're evaluating can have a -20% draw down, are you ok with that happening as soon as you start trading/investing with it live? Will you continue on with it after that drawdown? You don't want to lose any sleep for any trading/investing system. If you aren't comfortable with the draw down, consider using a smaller size to make any loss from a draw down something you can live with comfortably.

Most of the track record is backtesting, correct? Live trading is from Sep.2020 only?

Stats from Wayne: Leverage decoder: (SPY TLT GLD UUP IWM EEM) From Dec 2007 to present 2x leverage is roughly the same weekly standard deviation risk as the SPY. SPY Compounded Annual Growth Rate (CAGR) in the same period was 9.54% 2x leverage (222122) 21.3% CAGR -19.78% Max draw down +/-3.26% Weekly standard deviation 3x leverage (322133) 27.06% CAGR -23.4% Max draw down +/-4.34% Weekly standard deviation $100,000 Starting capital $2,859,000 Ending capital

There are no hedges. It's a long-only strategy which was designed for retirement accounts. Wayne uses these six very liquid ETFs: SPY (Large caps) TLT (Bonds) GLD (Gold) UUP (U.S. Dollar) IWM (Small caps) EEM (Emerging markets) As risk in equities rises, Wayne shifts out of equities and into other non-correlated assets (TLT, GLD and UUP). Rebalancing weekly moves the portfolio away from risk quickly enough to keep the portfolio draw down's low.