If you want to end up with the normal retirement strategy you probably want to simulate regular contributions and occasional emergency withdrawals.
If you just have a simulated pile of money and want it to go up, but don't actually need it in the meantime, then the risk isn't important and diversifying too much will just guarantee you lose. The usual math in MPT makes strange assumptions like a normal distribution anyway, so it thinks an asset is bad if it has too much upside risk.
If you just have a simulated pile of money and want it to go up, but don't actually need it in the meantime, then the risk isn't important and diversifying too much will just guarantee you lose. The usual math in MPT makes strange assumptions like a normal distribution anyway, so it thinks an asset is bad if it has too much upside risk.