Quant Approach to Tactical Asset Allocation Updates

Over three years ago I wrote a paper that most of you are familiar with (boy how time flies, I started it when I was 28!) – A Quantitative Approach To Tactical Asset Allocation

While I am trying to crank out three other papers before the end of the year, because of all the requests, I plan on doing another update to the white paper this January.  Specifically, is there anything you would like to see added to the text, or areas of more commentary?  I’ll add to the list below as people leave comments or email me.  Any burning questions your have?

So far:

-Can you add back Ulcer Index (in the first paper) and Sortino Ratio?

-Can you include the Global Rotation Strategy you mention in your book?

-Can you include a mention of gold?

What else?