Episode 367: A Mini-Rant About Covered Call Funds (Again), The Future Of Levered Portfolios And Principles Of Using Historical Data

In this episode we answer emails from Mark, Jon and Richard.  We discuss the perils of income investing, covered call funds and SPYI, one potential future of DYI investing using levered and unlevered risk-parity style portfolios, and the use and misuse of historical data in various analyses with a reference to a blog post from Cliff Asness.

Links:

Video re SPYI:  SPYI Squeezes 12% Yield from the S&P 500 (SPYI ETF) (youtube.com)

Portfolio Visualizer Litmus Test of SPYI:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Cliff Asness Article:  Efficient Frontier “Theory” for the Long Run (aqr.com)

Father McKenna Center Donation Page:  Donate - Father McKenna Center

Note that the usually "Amusing Unedited AI-bot Summary" was so ridiculously inaccurate I had to omit it.

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