ETF Strategy Research and Strategy Blog: Rotation Strategies

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

The Logical-Invest monthly newsletter for June 2017

Logical Invest Investment Outlook June 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 29.66% return. The Leveraged Universal strategy with 21.89% return. The NASDAQ 100 strategy with 21.80% return. SPY, the S&P500 ETF, returned 8.48%. News: Our brand new U.S. Sector Rotation made its live debut with a +2.53% return for the month. You can subscribe for free. Market comment: Both the U.S. equity and the U.S. bond markets were positive for May. SPY (S&P 500 ETF) added +1.41% and TLT (30-Year Treasury ETF) … Read more

Get Back Adjusted Historical Data for Amibroker using Python and Tiingo api

In this post I will share a quick way for Amibroker users to update quotes using split and dividend back adjusted data from a fairly new provider, Tiingo.com. Although we do run our investment strategies on our very own QuantTrader, we use various other tools to analyse markets, including Amibroker. The problem: Where to download dividend adjusted data Many Amibroker users build strategies that rely on dividend adjusted historical data. At this moment it is difficult to … Read more

The Logical-Invest monthly newsletter for July 2017

Logical Invest Investment Outlook July 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 38.54% return. The Leveraged Universal strategy with 23.91% return. The NASDAQ 100 strategy with 23.07% return. SPY, the S&P500 ETF, returned 9.17%. News: Our professional portfolio software QuantTrader continues to evolve and can now download data from 3 different providers: Tiingo, Yahoo and Google. Tiingo is an inexpensive solution for DYI investors that need good quality dividend-adjusted end of day data. Market comment: The U.S. Federal Reserve raised … Read more

The Logical-Invest monthly newsletter for August 2017

Logical Invest Investment Outlook August 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 46.05% return. The Leveraged Universal strategy with 27.11% return. The NASDAQ 100 strategy with 19.29% return. SPY, the S&P500 ETF, returned 11.42%. News: Our professional portfolio software QuantTrader has reached version 5.0 with improvements including being able to load your custom set of strategies and a new consolidated signals screen. You can now allocate your funds in multiple strategies and have QuantTrader calculate the number of shares of each … Read more

The Logical-Invest monthly newsletter for September 2017

Logical Invest Investment Outlook September 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 47.47% return. The Leveraged Universal strategy with 31.15% return. The NASDAQ 100 strategy with 24.65% return. SPY, the S&P500 ETF, returned 11.74%. Market comment: After more than three months of extremely low levels of volatility, VIX spiked on August 10th peaking at the 16.04 level. The index has now dropped around the 10 – 11 level awaiting further possible market disruptions. The move has triggered an upward … Read more

The Logical-Invest monthly newsletter for October 2017

Logical Invest Investment Outlook October 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 43.96% return. The Leveraged Universal strategy with 28.36% return. The NASDAQ 100 strategy with 19.97% return. SPY, the S&P500 ETF, returned 13.99%. Market comment: The S&P 500 has reached new heights, gaining +2% for the month, influenced by a more optimistic tax reform outlook. On the other hand, president Trump’s proposed tax cuts and the possibility of a growing U.S. deficit caused U.S. Treasuries to sell off, pushing … Read more