ETF Strategy Research and Strategy Blog: Rotation Strategies

Logical Invest at the Silicon Valley chapter of the investors AAII

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What an audience and what an experience! Thanks to the investors AAII Silicon Valley! As announced some weeks ago, on April 11 we hosted our first conference at the Silicon Valley chapter of the American Association of Individual Investors AAII in San Jose, CA. Sharing and discussing some of the topics which are close to our heart with an incredible audience in live mode was such a great opportunity we completely overran the anticipated schedule … Read more

Logical-Invest review @ Daily Fintech

With a lot of hype about FinTech these days, we´re happy to have received a positive review from one of the most important FinTech blogs. What is FinTech? Here the definition of FinTech by Investopedia: Fintech is a portmanteau of financial technology that describes an emerging financial services sector in the 21st century. Originally, the term applied to technology applied to the back-end of established consumer and trade financial institutions. A review of Logical Invest by … Read more

The World Country Top 4 ETF rotation strategy – A way to fight rising rates and a stalling US stock market

Summary of World Country Top 4 ETF rotation strategy • The World Country Top 4 ETF rotation strategy is a strongly momentum driven strategy creating high returns. • The strategy profits from a maximum global diversification. • With a 20-year CAGR of 20.7% the strategy has a much lower volatility and lower risk than an S&P 500 investment. In my last articles I described various momentum ETF rotation strategies with variable allocations using our maximum Sharpe … Read more

The Logical-Invest monthly newsletter for June 2015

This is the monthly monthly Logical-Invest newsletter for June 2015. From now on this newsletter will replace the individual comments for the single strategies. The newsletter includes a strategy performance overview which can help you to switch between strategies. The same table is available if you login to your logical invest account at “My Account” and select the strategy performance menu. The table on the website is a dynamic table and will be updated every day. This way … Read more

Build Custom ETF Portfolios: Mid Year Review Portfolio Builder

For our „All Strategies“ Subscriber who use the Portfolio Builder to blend their own mix of Logical Invest Strategies, here some updates and a short mid-year review:

We have now included the “World Top 4 Strategy” into both the online an offline tool. To keep the charts readable, we opted for replacing the Aggressive Version of our “Global Sector Rotation”.
The preconfigured and optimized Markowitz Portfolios have been updated, only slight changes in the allocations occurred – all are <5%, so in most cases these can be neglected due to account size.

The Logical-Invest monthly newsletter for July 2015

This is the monthly Logical-Invest newsletter for July 2015. Strategy performance overview: symbol close year to date % ▴ 3 month % 1 month % 1 day % 60 day volatility 60 day correlation 3 month Sharpe 12 month Sharpe 36 month Sharpe WORLD-TOP4 284.82 8.27 0.85 -1.21 0.68 12.57 0.69 0.43 3.01 3.24 MYRS 615.56 5.11 1.02 -1.80 0.53 14.39 0.69 0.42 1.11 2.85 GMRS 4296.50 3.77 -3.35 -1.76 0.12 8.81 0.86 -2.20 -0.06 1.65 … Read more

Commitment of Traders: The bigger picture on investments

We often we concentrate on U.S. indexes and Treasuries and miss the bigger picture in our investments. Here are some interesting charts of the Commitment of Traders to remind us of the current state of the market and keep track of our investments. Keep in mind that unlike equities, forex and commodity prices do have a strong impact on the real economy and imbalances are hard to bear by the respective economies, thus affecting our … Read more

The NASDAQ 100 Meta-Strategy – Stock Selection and Compact Meta-Strategy

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Intelligent Algorithms run two prallel sub-strategies.
Meta- layer chooses between the two sub-strategies based on current market conditions.
Variable allocation to Treasuries provides protection from large drawdowns.

This strategy is a good fit for investors that want to invest intelligently in the U.S. equity market as well as for stock-pickers looking for a rules-based growth strategy.
The strategy can also complement our existing strategies and can work well with our more conservative strategies like BRS (bond rotation), the BUG or with non-U.S. equity strategies like World Top 4.

The Logical-Invest monthly newsletter for November 2015

Logical Invest Investment Outlook November 2015 September and October have traditionally been the most volatile months of the year. This year was no exception. Investors were shaken by sharp declines in the equity markets as volatility returned with a vengeance. The simultaneous fall in equities, bonds, commodities and foreign currencies have left a lot of portfolios with flat or negative returns for the year. Many investors are now wondering on how to move forward. Students … Read more

The Gold Currency Investment Strategy

The Gold-Currency strategy trades Gold vs 3 major currencies.
It is based on the negative correlation between Gold and the U.S. dollar Index.
It is an excellent addition to existing equity or bond portfolios as it holds very little correlation to either.
It can be traded using ETFs, Futures or even low-margin/low-cost FX pairs.