Etf Strategy

A Global Market Rotation Strategy with an annual performance of 41.4% since 2003

GMRSchart BRSchart adaptive AGG Bond Bond Rotation Strategy Bond strategy CWB EDV EEM EPP

The following ETF strategy is one of my favorite rotation strategies, which many of my friends, customers and I use now for some years. The Global Market ETF Rotation Strategy (GMR) The GMR Strategy switches between 6 different ETF on a monthly basis. The back tested return of this strategy since 2003 is quite impressive. Annual performance (CAGR) = 41.4% (S&P500=8.4%) Total performance since 2003 = 3740% (S&P500=134%) 69% of trades have positive return versus … Read more

Harvesting Contango: How To Build An ETF Rotation Strategy With More Than 50% Annualized Returns

BlogotationstrategyMaximumYieldRotationStrategyMDY

In this paper I want to explain the readers how the Maximum Yield Rotation Strategy of www.logical-invest.com is built. This strategy harvests the so called Contango. Harvesting Contango by investing in inverse volatility This Strategy harvests contango and achieves very high returns investing in inverse volatility. From 2011 to today the annual performance was more than 70% per year. Year to date the performance is 40.9%. The Sharpe Ratio (Return/Risk) of 2.12 is a “DREAM VALUE” … Read more

401k investment: Sleep Well Bond Rotation Strategy – Annual performance of 15%

chart.pngtable.pngadaptiveAGGBondBondRotationStrategyBondstrategyCWBEDVEEMEPP

You can employ this strategy perfectly in your 401k investment, because it outperforms the stock market by more than double and this with one third of the volatility or risk. This means that since 2008, the return to risk ratio is about six times higher than an investment in the SPY ETF which tracks the S&P 500. Even this year, when many investors are selling bonds due to increasing yields through FED tapering, the bond rotation strategy … Read more

The SPY-TLT Universal Investment Strategy (UIS)

Universal Investment Strategy ETF Rotation Investment Strategy Volatility

Introduction to the SPY-TLT Universal Investment Strategy (UIS) This paper discusses the simple but effective method of using adaptive allocations between stock market ETFs and Treasuries to assemble a simple yet smart Investment Strategy. This method has been developed to replace the 100% switching used in normal rotation strategies like the Maximum Yield Rotation and the Global Market Rotation strategies. The real world is just not a 100% “risk on” or “risk off” world. Most of … Read more

The new enhanced Bond Rotation Strategy with adaptive allocation

AdaptiveAllocationBRSchart

On November 2013 I published the first SA article on the Bond Rotation Strategy (BRS) as excelent diversifier for a 401k Investment Portfolio. Now, 15 months later, I am presenting an important update for this strategy with adaptive allocation. Even though the old strategy has done well (see charts here: https://logical-invest.com/strategy/bond-rotation-sleep-well/), I think it is very important to constantly validate and improve any investment strategy. Markets change, ETFs change even we ourselves grow and learn. Especially … Read more

The Logical-Invest monthly newsletter for June 2015

This is the monthly monthly Logical-Invest newsletter for June 2015. From now on this newsletter will replace the individual comments for the single strategies. The newsletter includes a strategy performance overview which can help you to switch between strategies. The same table is available if you login to your logical invest account at “My Account” and select the strategy performance menu. The table on the website is a dynamic table and will be updated every day. This way … Read more