[Michael P]

repost-this question was never answered last year- thanks.

How sensitive is this strategy to the monthly rebalancing? that is, say i was super lazy and did 50/50 in the top two picks each month. would the returns and risk be absolutely different? i imagine for other strategies on here it would but curious about this one. thanks!

[Michael P]

hi-very interested in subscribing but….i found the following article which replicates the original strategy in R
https://quantstrattrader.wordpress.com/2015/04/08/the-logical-invest-enhanced-bond-rotation-strategy-and-the-importance-of-dividends/#comments

the author goes on about the importance of dividends and the potential dangers of using yahoo’s adjusted data. he also says he was essentially able to replicate the SA results and it seems like a sound system..but warns about dividends on the etf’s used.

can someone smarter than me (so that means almost anyone) explain if his argument is valid and dividends are a concern? to me it seems they are simply reinvested so why does it matter?

thanks

[Michael P]

Hi-thinking of subscribing and would like to see a sample signal so an idiot like me can see if i can understand it. however the sample signal on this page is for the universal investment strategy-is it possible to see a sample signal for the nasdaq strategy? thanks!

[Michael P]

How sensitive is this strategy to the monthly rebalancing? that is, say i was super lazy and did 50/50 in the top two picks each month. would the returns and risk be absolutely different? i imagine for other strategies on here it would but curious about this one. thanks!

[Michael P]

Thanks! Can you also verify the 2014 return?
I wrote the following on another page here:

How are the performance figures above calculated? According to your returns spreadsheet (for 2014)

system beg value end value ret
SPY 245.58 278.65 13.46
universal 382.23 453.34 18.58
bugs 195.42 219.30 12.2

Except for SPY, these aren’t the same reported.

Thanks

[Michael P]

In the description above it says “Since December 2013 we have added adaptive asset allocation to the strategy. ”

Wasn’t the adaptive allocation adopted in December 2014?

[Michael P]

Some questions…..

When I click on “see sample signal” above, it shows me a sample signal for the “The Global Market Rotation Enhanced Strategy”-can I see a sample signal for this system?

Also, looking at the historical trade record, margin is used occasionally as there are weightings such as 70/40; is that correct?

Thanks

[Author]

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