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Inflection Point: A New Rebalance Strategy

The market is way up.  My net worth is way up.  I changed my asset allocation.  Now it’s time for a new rebalance strategy.

Before we get started, credit where it is due.  A recent post by Mr. 39 Months inspired this one.  I have been quite busy, hence the lack of recent updates.  But sometimes a topic on someone else’s site hits me hard enough that I just have to write something.

Our Historical Rebalance Strategy

In the past I have written about our rebalance strategy.  In essence for most of the life of this blog, and before, I have used new contributions as my rebalance strategy.  Essentially I’d adjust where I placed my new contributions about once a quarter to slowly bring my asset allocation back into my desired balance across accounts.  Over the course of that quarter things inevitably corrected within a reasonable tolerance level.

This rebalance strategy has served me very well over the years.  It has no transactional cost and when you are early or even mid financial journey it can very quickly bring things back into balance.  With the stock market mostly going up over this period with moderate volatility the benefits of this approach were magnified.  I would not hesitate to recommend this to any one in this stage of investing.

A Different Financial Stage of Life

But somewhere in the last few years I exited that stage.  My annual savings rate still equates to two years of income, but 2 years is not what it use to be.  Our net worth is now near 40x pre retirement spending.  In other words my contributions for the entire year represent just 5% of my net worth, and falling.  

Add to the above my recent struggles with burnout, which are leading to a reconsidering of my retire at 55 date.  While I haven’t made any definitive decisions on that retirement date, I did recently change my asset allocation to 25% safer assets.  As part of that readjustment I also changed my rebalance strategy when I updated my investment plan.

A Crash and Quick Return As an Investment Opportunity

Given the stock market has moved double digits most of the last 5 years, a 5% swing due to contributions is not going to keep our allocation aligned.  Also, last year’s quick crash and recovery from Covid, lasting only about a month and a half, showed that my contributions could not adjust in a manner in line with the market moves.  The reality is, while I don’t believe in dry powder, I do realize that rebalancing into a significantly down market in a planned method can lead to a massive upside when things recover.  I missed most of that last year.

So I needed a rebalance strategy that could allow me to rebalance in response to a massive quick change in the stock market.  But conversely, there is a lot of evidence that too much rebalancing is bad for long term outcomes.  This can be due to transactional costs but also because it undermines momentum (the tendency for stocks to continue to move in a similar direction for a period of time).

Two Rebalance Strategies

So the two strategies I considered were to just rebalance on a periodic calendar, or to do it based on how far my allocation drifted from my target.  Ultimately I decided the periodic calendar approach was too arbitrary for me.  Also given that last down turn lasted just a month and a half, it wouldn’t allow me to capture some potential buying opportunities.

So instead I decided to do a 5% band.  Ie. If my portfolio drifts more then 5% from my target of 25% bonds I will rebalance.  I guess you could also argue the calendar plays here a bit as I don’t usually check my allocation but every few months.  But it would allow me to adjust if we hit another massive decline that I become aware of through other means. I obviously wrote this down in my investment plan.

Why So Formal with My Rebalance Strategy

Now I know some people are thinking, but why so formal?  You could always just rebalance on the fly during a massive decline.  Well if there is one thing I believe in when it comes to investing, doing anything with your investments based on emotions leads to bad outcomes.  Knowing what I will do in a given situation, and having that written down, mitigates as much as possible the possibility I could make a market move based on emotions.  Because I technically have decided what I am going to do long before it happens.  Emotions are always stronger when an event occurs.

Perfect Is the Enemy of the Good

Is this the perfect rebalance strategy?  No.  Is my asset allocation for everyone?  Also no.  But the reality is, it fits my risk tolerance and emotions.  That’s really what you should look for in your own asset allocation and rebalance strategy.  That and to stick with it.  

The people that truly lost big last year are those that abandoned their plan and sold everything during last year’s crash.  Even without a major Covid rebalance my investments are up massively.  I can live with that.

15 Comments

  1. steveark
    steveark August 2, 2021

    I think that sounds smart, I’m much like you except I’m not earning any active income any more and don’t get concerned until my allocations get more than 5% out of bounds, which currently they aren’t. I do both periodic and boundary based rebalancing but I think most data shows either of those work pretty well. Good post that many investors getting closer to leaving a 9 to 5 should do some pondering over.

  2. freddy smidlap
    freddy smidlap August 2, 2021

    i am curious what kind of return you are getting or expect from your bond allocation right now. i think we are somewhere around the same age and i think a lot about asset allocation these days. i appreciate you strategy as laid out to force a little selling of equities when the prices are high.

    it’s hard not to get greedy sometimes.

    • FullTimeFinance
      FullTimeFinance August 2, 2021

      A large portion of our bond allocation are currently in savings bonds. Ibonds return 3.6% or so and are the bulk of those savings bonds. Ee bonds double over twenty years, much less of those given time horizon. Beyond that a big slug is in a 401k stable value fund earning 1.7 percent. The remainder are some muni bonds I bought years ago, none have less then a 3 percent coupon. If the market were to turn I’d dump first out of the stable value as it is highly liquid.

  3. Q-FI
    Q-FI August 2, 2021

    Atta boy, good to see you back posting. If you have burnout and are already hitting 40X, I’d bounce. Life can be short. Maximize that time unless you love what you do.

    Allocation is simple for me, still aggressive for a few more years. My main rebalancing is shifting out of company stock once my RSUs vest. But if you’re up as much as it sounds like you are, it’s all about risk management and protecting that giant nest egg.

    Always good stuff to contemplate.

    • FullTimeFinance
      FullTimeFinance August 2, 2021

      It’s good to be back.

      While we are at 40x current expenses I’m not sure how much it would be based on post retirement spending, especially with college sitting on the horizon for three children. I set my date years ago, but I also set a dollar figure in the background to ensure I’d be safe. It was way less then what I could do by 55 either way. That number is admittedly somewhat arbitrary, but it’s probably 3 years away. That still leaves a significant window for a change of pace. On the other side foster care wants you to have a stable job, so I’m still evaluating if or what a pace change may be.

      • Q-FI
        Q-FI August 3, 2021

        That’s a good point – having a job for foster care. I hadn’t thought of that. I’ve been assuming that we’ll foster and eventually adopt while I’m still working. But if we decide to continue to foster for a long time, I might need that job. Thanks, that’s a good point I’ll need to contemplate further.

        Just an FYI, it looks like we’ll be fully approved to foster by the end of the month. We have a vacation in the beginning of September and then look to go live in the middle of Sept. Very exciting, but I’m not going to lie, I’m nervous as hell. We’ll be getting a 0-1 age range child most likely.

        • FullTimeFinance
          FullTimeFinance August 15, 2021

          Congrats on getting through the long haul of training. I look forward to hearing about your experiences, I’m sure it will work out well. We just crossed the 3 year point since we started foster care training, it’s been rewarding but also stressful.

  4. { in·deed·a·bly }
    { in·deed·a·bly } August 3, 2021

    Congratulations also on compiling a 40x expenses pot of gold, that is an admirable achievement that should be applauded.

    Thanks for the well thought out write up. I landed on a similar approach myself, once investing new funds (or in my case reinvesting portfolio generated cashflows) ceased to be sufficient to move the rebalancing needle.

    You correctly observe the dangers of emotive decision making, FOMO being one of those when the market takes a tumble and the twitterati start boasting about how much money they are making from stocks “being on sale” . A potential consequence of running a divergence based strategy is feeling compelled to check prices more often to monitor that deviation, else you miss out on those timing the market “bargain” opportunities. For some that wouldn’t be a problem, for others it would introduce more opportunity for fluctuation induced stress/panic. I suspect you’re in the former camp here, but worth pondering.

    Stepping back a bit, if you’re feeling burned out, the decision on what to do next doesn’t have to be all or nothing. Bailing out early is always an option, so too is the default of sucking it up and following your original plan. Sometimes a change of scenery, change of pace, or both is sufficient to bring back the happy. Possibly delaying the eventual end date but making the remaining journey much more enjoyable.

    Good luck with whatever course of action you choose to pursue.

    • FullTimeFinance
      FullTimeFinance August 3, 2021

      Thanks for the thoughts. I’m thinking from the comments a post on my burnout plan might be of value. At the simplest level I’ve set a date a few months in the future to make a change. I’m spending the interim evaluating options and also seeing how other aspects of our lives shake out.

      Great point on buying and psychology. For me given my exposure to financial media there is no hiding from draw down information so it’s more about mitigating my choices on that knowledge. Someone without a financial blog and a Twitter share does not have that situation. They would be better served to not look.

  5. Congratulations on the 40x nest egg!

    Also congratulations on your thoughts about being more flexible with your asset allocation. For someone like you that only looks at his statements every few months and by the sound of it not even on a regular basis, I think I have a better strategy.

    If you focus on your investment horizon, the time you will leave the money invested, then you can put in bonds only the portion you actually plan on consuming. Let’s say you are 30 and save for retirement, then you can be 100% stock index, because you don’t want to touch that money for the next 10 years.

    You seem to be 3 years away from your desired retirement age. If you’d feel comfortable with a 10 years save horizon in bonds and let’s say a 3% safe withdrawal rate, you can hold 7 x 3% in a bond ladder that expires every year with cash to live off. Every year you’d also sell one year’s worth of expenses and put it into a 10 yr. bond.

    The beauty of this strategy is, that it is applicable to any phase of life. It never changes. Furthermore, it is cost-effective, minimizing trades.

    I wrote up this smart portfolio strategy here https://smartpersonalfinance.info/the-smart-investment-portfolio-for-long-term-growth/

    • FullTimeFinance
      FullTimeFinance August 15, 2021

      It’s an interesting strategy I have heard of before. However it wouldn’t work too well for me currently for one real reason. I’m not 100% confident of my withdrawal amounts in retirement due to some unfunded future liabilities like children’s college.

      I’d also be concerned about sequence of return risk. In your scenario you ensure a pull out from stocks every year equal to your full yearly expenses. So you haven’t really eliminated sequence of return risk you’d have if you are 100 percent stocks.

      • The point is that your future withdrawal amount is not relevant, if it is beyond your 10 years investment horizon. So while you are accumulating, you are 100% stock.

        The sequence of return risk can only be eliminated by a large enough nest egg and setting your withdrawal rate low enough that you preserve capital. If I set my safety horizon to 10 years and withdraw ~3% (of the starting capital and adjusted for inflation) annually. Then I have 10 years’ time to adjust my lifestyle if anything catastrophic occurs.

        • FullTimeFinance
          FullTimeFinance August 18, 2021

          College starts for our youngest in 9 years. So unfortunately I can’t ignore it either way.

  6. Mr. 39 Months
    Mr. 39 Months August 13, 2021

    Thanks for the link and mention! As we discussed, I tried earlier in the year to reduce my bond % in my allocation, but just couldn’t “sleep at night.” So I went back to 20% bonds, even though I believe it, at best, gets me to 0.

    good article

    • FullTimeFinance
      FullTimeFinance August 15, 2021

      Thanks. Bonds are definitely a drag on your portfolio returns. But depending on your psychological state the outcomes could be a lot worse then 0 if you over cook your tolerance.

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