- 06/13/2015 at 6:14 pm #26273VangelisKeymaster
I appreciate that you were not able to exactly replicate our formula. I guess that means we did our job, which was to provide a lot of hopefully useful information, but not enough to allow replication. This is our business and I am sure you appreciate that we prefer to give our intellectual property confidential.
All of our signals are shared with our subscribers in the published history, which we never change.
Scott04/01/2016 at 6:58 am #33276mkParticipant
when and why have you added IHDG to the asset universe? Oh, and TMF and HEDJ. They were choosen in https://logical-invest.com/strategies/investment-and-return-tables/ but are not listed in the asset classes here https://logical-invest.com/portfolio-items/global-market-rotation-strategy/
best regards, M04/30/2017 at 10:00 am #41083Michael PuchtlerParticipant
Hello – the updated allocation for this strategy is ACWV + TLT, but TLT is not the best bond ETF. Can you check into this and either correct the signal or let me know if I missed an update to the strategy? Thank you.04/30/2017 at 11:35 am #41094reuptakeParticipant
[quote quote=41083]Hello – the updated allocation for this strategy is ACWV + TLT, but TLT is not the best bond ETF. Can you check into this and either correct the signal or let me know if I missed an update to the strategy? Thank you.
I have the same question, I even send a mail about it. For last few months I even used BRS strategy as a hedge for GMRS instead of single bond ETF. Now I’m bit puzzled, what should I do, since TLT is not used in BRS for next month.05/01/2017 at 10:17 am #41208VangelisKeymaster
From Frank Grossmann:
GMRS uses the Top1 ETF bond rotation strategy. This one has a shorter lookback of only 34 days. The result is a ranking like this:
We rather like short lookback periods for the hedge because like this it reacts faster once the market begins to go down.`
[attachment file=41210]06/03/2017 at 12:49 pm #42339HowardParticipant
Will you consider releasing a leveraged version of GMRS or WorldTop4 strategy? As a subscriber to all strategies, I found having 2 options (leveraged and un-leveraged) for the Univeral Investment Strategy very helpful. Tks, Howard06/21/2017 at 6:42 am #42776Alexander HornKeymaster
do not think we´re going to lauch leveraged versions of the GMRS or WorldTop4 strategy – at least not as a subscription service. It would be very interesting though to test some versions in QuantTrader, see here for a discussion thread of other strategies from the community: https://logical-invest.com/forums/topic/showing-off-the-best-strategies-and-portfolios/
And if you have not so far, give QuantTrader a try with our free trial: https://logical-invest.com/rent-a-strategy/backtesting-software-quanttrader-free-trial/
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