I have an old blog post about the subject: https://cryptm.org/posts/2019/10/04/vol.html https://cryptm.org/posts/2019/10/04/vol.html Optimal over my time perio

I have an old blog post about the subject: https://cryptm.org/posts/2019/10/04/vol.html https://cryptm.org/posts/2019/10/04/vol.html Optimal over my time period was 2.99x, but the expense ratio was not accounted for.