ETF Strategy Research and Strategy Blog: Rotation Strategies

Portfolio Builder Update January 2017

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Happy new year –and let´s start it set-up for success with some Markowitz Modern Portfolio Theory! As previously announced, we´re updating our Portfolio Builder Optimization periodically, both in the Online and Offline Version. Updated Portfolio Builder Optimization for 2017 employing Markowitz Modern Portfolio Theory Why that? Recall the Portfolio Builder is using a Markowitz Modern Portfolio Theory approach, that is, we´re using past returns, volatilities and co-variances to determine an optimum fixed-weight allocation among our different … Read more

One Approach to Rational Retirement Plan Investment Allocations

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We analyse one of the Fidelity Freedom Target Date Funds (FFFDX) versus a portfolio of ETF rotation strategies – The findings will surprise you! This is a guest post by Richard Manley Defined contribution retirement plan using target date funds There’s no shortage of challenges facing working people in these days. In addition to job outsourcing and the offshoring whole operations, inflation/deflation and zero interest rates on savings, most workers who have a retirement plan … Read more

The Logical-Invest monthly newsletter for February 2017 – Topic 401k Strategies

Our special topic this month are 401k Strategies Logical Invest Investment Outlook February 2017 Our top 2017 strategies: The Maximum Yield strategy with 10.29% return. The NASDAQ 100 strategy with 9.88% return. The Leveraged Universal strategy with 3.96% return. SPY, the S&P500 ETF, returned 1.79%. Market comment: 2017 started up as a different type of year. Not just in politics. Despite the unprecedented political uncertainty, volatility in the SP500 dived this month causing our volatility harvesting strategy, Maximum Yield, to return more than 10% in just … Read more

Top Performing ETFs Strategies – Portfolio Idea

top etf investment strategy portfolio builder

In the follow up to our webinar about how to compose top performing ETFs strategies among the QuantTrader community last weekend, we received many interesting questions and ideas to follow up. One question in particular I´d like to share in a post, as it involves all our “All Strategies” subscribers. John L. asks: “Using a simple meta strategy by choosing the top two strategies from the previous month (from the monthly newsletter), and investing in … Read more

The Logical-Invest monthly newsletter for March 2017

Logical Invest Investment Outlook March 2017 Our top 2017 strategies, year-to-date: The Maximum Yield strategy with 14.90% return. The Leveraged Universal strategy with 13.97% return. The NASDAQ 100 strategy with 11.28% return. SPY, the S&P500 ETF, returned 5.79%. News: Our in-depth 2-hour QUANTtrader webinar, with Frank Grossmann. Get a behind-the-scenes look at our strategies. We are testing a new U.S. Sector-based strategy that should be available in the coming months. Market comment: The S&P 500 is reaching new all time highs, currently at +10% from it’s … Read more

The Logical-Invest monthly newsletter for April 2017

Logical Invest Investment Outlook April 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 21.58% return. The NASDAQ 100 strategy with 15.00% return. The Leveraged Universal strategy with 13.02% return. SPY, the S&P500 ETF, returned 5.92%. News: Try our QUANTtrader software with our 30-day free trial. There is no better way to understand how our strategies work. Join our new QUANTtrader forum were users dare adjust the strategies and share new ones! Check our new European section. Our in-depth 2-hour QUANTtrader webinar, with Frank Grossmann. Get a behind-the-scenes … Read more

The Logical Invest long-short US Sector Rotation Strategy

– A US sector rotation meta strategy combining dynamically 5 different sector strategies based on SPDR ETF The following paper will explain how to build a U.S. sector rotation strategy which allocates dynamically between 4 different long US sector rotation strategies and one short US sector rotation strategy. This strategy is therefore different from our Global Sector Rotation strategy, as it only employs US sectors. Due to low correlation of these sector rotations, the combination … Read more

The Morpheus ETF Strategy: Combining the Blue Pill and the Red

Morpheus Investment Portfolio VIX Nasdaq

A guest post by Tom Gnade. Are you also interested in sharing your thoughts? Contact us! Several years ago, the Logical Invest whitepapers first introduced me to rotation investment strategies. After some research, I subscribed to the MYRS (the “Maximum Yield Rotation Strategy“), with good results. It was the first paid investment subscription I had ever used. I moved on to another service to learn options trading, and did well for two years, until a … Read more

Why Work Yourself, If Silver Can Work For You? (My Silver Strategy)

In the past 20 years I traded nearly everything you can trade, including commodities. Since about 10 years, I have gone from purely emotional trading to systematical rule-based trading. Today, I don’t trade anything anymore, if I cannot reproduce a positive backtest of my trading strategies. Today I stopped trading commodities, because it is very difficult to get good results with backtested strategies. My core investment strategy is the “Global Market Rotation Strategy“, which I … Read more

The Logical-Invest monthly newsletter for May 2017

Logical Invest Investment Outlook May 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 25.75% return. The NASDAQ 100 strategy with 18.26% return. The Leveraged Universal strategy with 16.86% return. SPY, the S&P500 ETF, returned 6.97%. News: Our new U.S. Sector Rotation strategy is live (and for a limited time, free!). Unlike what you may have seen before, this strategy consists of 5 sub-strategies tracking sector momentum, mean reversion and relative under-performance to create a variable-beta play on the U.S. market. And … Read more