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Backtested to 2003, the AllAssetsExceptBonds Strategy has a CAGR of 20.0%, a volatility of 15.0%, a maximum drawdown of 17.3%, and a Sharpe Ratio of 1.12. These numbers are slightly different than those reported in the previous article due to slight variations in the model. The best two assets are selected for each semi monthly period based on relative growth and volatility.lmh 11.11

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