Hi Peter,

Thank you for the question! We used the period from March 24, 2017 to March 23 2018. So, this analysis includes the extreme volatility we experienced earlier this year.

We will continue to publish more findings on how to construct the best portfolio, which aspects are important to consider, and how rebalancing performs during different periods. We have a lot of studies planned, so we are excited to continue publishing everything we discover!

Thank you for your support!

The Shrimpy Team