For decades, Wall Street has sought the “Holy Grail” of investing. That would a theoretical investment strategy that generated “market-like returns with only bond-like volatility.” Some people said this was impossible. But winners of the Nobel Prize in Economics in 2013 proved that lowering a portfolio’s losses, not increasing its risk, is what produces better-than-market gains. Now, the author of “Muscular Portfolios” explains how a fully disclosed, totally free formula has proven itself over more than 50 years of history, including outperforming during the 2020 and 2022 bear markets.
The presentation will cover several topics including
- How reducing losses actually makes a portfolio outperform over the long term
- How the idea “you must increase risk to improve gains” was disproven by Nobel laureates
- How you can use free, public information sources to easily improve your returns
ABOUT THE PRESENTER
Since Brian Livingston’s latest book, “Muscular Portfolios,” was published, its freely available formulas, including friction, have gained 30.6% vs. the S&P 500’s 22.2% (including dividends) in 2020 through 2022, according to ETFScreen.com, an independent data-analysis firm. He has written dozens of articles for MarketWatch.com and StockCharts.com, and currently writes a technology column for the AskWoody Newsletter (formerly the Windows Secrets Newsletter). His monthly Muscular Portfolios Newsletter is available free from his website.