After being receptive to this article at the outset, I've become much more skeptical after thinking about it some more, to wit: 1. Why 10 years as the forward

After being receptive to this article at the outset, I've become much more skeptical after thinking about it some more, to wit: 1. Why 10 years as the forward return period -- would be nice to see the situation for other return periods, even close to 10 years. Granted, it is a round number and doesn't appear to be cherry-picked, but still. 2. Why 1952 as the starting point -- presumably because the data from FRED starts there, but can this not be extended further back? 3. Why an implausibly linear relationship between the equity allocation percentage, which is bounded (0%-100%) vs. the returns, which is unbounded on either side, over such a large range of values? What is the mechanism to explain this? In other words, what is the proposed model that transmits allocation percentage into a return, even if the directionality of correlation is at least likely? What happens around 0% and 100% allocation -- do the extreme cases make sense? I'd like to run my own data before I believe this.