from the author: "1yr look ahead, rebalance each year? Yes. We also looked at monthly. If you shorten the horizon the returns get silly and the drawdowns go dow

from the author: "1yr look ahead, rebalance each year? Yes. We also looked at monthly. If you shorten the horizon the returns get silly and the drawdowns go down. At 1yr you can still hit 20%+ dd. At monthly you become a trillionaire with essentially no risk"