A discussion in this thread triggered the idea to update this thread weekly with "modeled" or "idealistic" minimum risk allocations for the IWM and GDX robot.

Suggested IWM/GDX allocations for minimum portfolio volatility:

IWM: 73%
GDX: 27%

This is a walk-forward test to determine the variability of this allocation. Use at your own peril...

The next update will be the weekend of June 25th.

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Correlation Matrix: Name: 11JUN17-MarketCorrelation-IWM-GDX.PNG Views: 7478 Size: 5.5 KB