Coverbild der Sendung Enrichment Engine

Enrichment Engine

Podcast von Matt Hagemann

Englisch

Wissen​schaft & Techno​logie

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Unlock your mind’s full potential for wealth. Join us as we explore the strategies, habits, and psychological frameworks that empower your mind to become a relentless wealth-generating machine. It’s time to engineer your abundance.

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Episode Time vs. Timing: $1 Million Lost Trying to Beat the Market Cover

Time vs. Timing: $1 Million Lost Trying to Beat the Market

Dive into a comparative analysis of two distinct SPY ETF investment strategies from 2000 to today. We explore Portfolio #1, featuring consistent monthly contributions, versus Portfolio #2, which waits for market volatility (VIX hitting 30) to deploy capital. Uncover the methodologies behind calculating their compounded annual returns and the key considerations for each approach. Please note: Due to data acquisition limitations, the specific compounded annual returns cannot be presented in this overview, but the strategic frameworks are thoroughly discussed. Show Notes: * Introduction: Overview of the two SPY ETF investment strategies being analyzed since 2000. * Portfolio #1: Consistent Monthly Contributions * Initial investment: $100,000 fully invested in SPY. * Additional contributions: $1,000 at the beginning of each calendar month. * Methodology for tracking portfolio value. * Portfolio #2: Volatility-Triggered Lump Sum Contributions * Initial investment: $100,000 fully invested in SPY. * Additional contributions: $1,000 kept in cash each month. * Investment trigger: Cash is invested into SPY only when the VIX (Volatility Index) hits 30 or above. * Methodology for tracking portfolio value and cash reserves. * Calculating Compounded Annual Return (CAGR): * Formula: (Ending Value / Beginning Value)^(1 / Number of Years) - 1 * Importance of consistent data for accurate calculation. * Data Acquisition Challenges (Important Note): * Discussion on the challenge of obtaining comprehensive, programmatically accessible historical SPY ETF daily data from 2000 to present. * Acknowledgment that a full numerical calculation of CAGR for both portfolios is not possible within the current constraints due to this data limitation. * VIX historical data was successfully acquired from FRED (Federal Reserve Economic Data). * Strategic Insights (General Discussion): * Brief overview of the potential pros and cons of dollar-cost averaging (Portfolio #1) versus a volatility-based timing strategy (Portfolio #2). * Factors influencing portfolio performance (market trends, individual stock/ETF performance, timing). * Conclusion: Summary of the analytical framework and the importance of robust historical data for investment simulations.

18. Juni 2025 - 5 min
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Super gut, sehr abwechslungsreich Podimo kann man nur weiterempfehlen
Super gut, sehr abwechslungsreich Podimo kann man nur weiterempfehlen
Ich liebe Podcasts, Hörbücher u. -spiele, Dokus usw. Hier habe ich genügend Auswahl. Macht 👍 weiter so

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