The genetic algorithms we have should find the best optimizations themselves, without having to perform exhaustive studies.
Strategies
Investing may be compared with seafaring. When operating in the financial markets, we are effectively engaging in a voyage carrying a valuable cargo to a faraway destination.
Long treasury bonds in particular are lauded for their security. Although there is no risk to the coupon, higher inflation is a significant risk to long term purchasing power and higher interest rates are a short tern risk to capital.
Like a liquid, money will always flow to fill a void. In 2012, there will be a lack of attractive voids where money can flow.
We have been able to accomplish much of what we wanted during 2011 in the Covestor Relative Value portfolio.
The EM countries have less debt and a rising industrial and consumer base, in contrast to most of the developed world.
Be sure to check the sector allocation of an ETF to see if it really accomplishes what you're out to achieve.