Strategy: Global Market Rotation Strategy

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Viewing 7 posts - 16 through 22 (of 22 total)
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  • #26273
    Vangelis
    Keymaster

    FrankS,

    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.

    Kind Regards,
    Scott

    #33276
    mk
    Participant

    Hello,

    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, M

    #41083
    Michael Puchtler
    Participant

    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.

    #41094
    reuptake
    Participant

    [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.
    [/quote]

    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.

    #41208
    Vangelis
    Keymaster

    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.`

    Regards Frank

    [attachment file=41210]

    #42339
    Howard
    Participant

    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, Howard

    #42776
    Alexander Horn
    Keymaster

    Hello Howard,

    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/

Viewing 7 posts - 16 through 22 (of 22 total)
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