Backtesting a Cap-Weighted Approach to the ATAD Portfolio

I’ve been noodling on whether a market cap weighted approach is the way to go forward with the ATAD portfolio in 2021. I’m curious to see how much better my return would have been if I had taken that approach to position sizing in 2020, and I put together a back-test to replay my trades for the year and see how things pan out.To see …