Portfolio

Update Portfolio Builder: Now including Universal Investment Strategy with 3x leverage

LeverageETFrotationkIRAretirement

By request of several followers, we have now included the version with 3x leverage of the Universal Investment Strategy using synthetic SPXL and TMF data from 2002. Portfolio Builder now with leverage We’re about to publish a full article on this exciting option for this weekend, but want to pre-alert you about this upcoming adition. While this is a very aggressive strategy with leverage, it blends very nicely with a 10%-20% allocation into a portfolio … Read more

‘Hell on Fire’: The 3x leveraged Universal Investment Strategy

leveraged universal investment Strategy

Summary:
-Aggressive leveraged version of our previously published Universal Investment Strategy
-Variable SPY-TLT allocations dynamically adapted to the market conditions.
-45% annual return with a Sharpe Ratio of 1.3 since 2002.

Due to its simplicity and low correlation to the S&P 500, there is a continued interest in the UIS version that uses 3x leveraged ETFs: ETF SPXL (Direxion Daily S&P 500 Bull 3X Shares ETF) and TMF (Direxion Daily 30-Year Treasury Bull 3x Shares ETF). Following the suggested nomenclature by Al from AAII SV – and to honor their interest, we call this version “Hell on fire”, which alludes to the high risk/return profile of the strategy. We will show ways to blend this strategy in a well-balanced and risk-optimized portfolio as to overcome the generally negative perception of private investors towards leveraged ETF.

Logical Invest at the Silicon Valley chapter of the investors AAII

InvestorsAAIIkIRAretirementsavingsrotation

What an audience and what an experience! Thanks to the investors AAII Silicon Valley! As announced some weeks ago, on April 11 we hosted our first conference at the Silicon Valley chapter of the American Association of Individual Investors AAII in San Jose, CA. Sharing and discussing some of the topics which are close to our heart with an incredible audience in live mode was such a great opportunity we completely overran the anticipated schedule … Read more

Logical-Invest review @ Daily Fintech

DailyFintech

With a lot of hype about FinTech these days, we´re happy to have received a positive review from one of the most important FinTech blogs. What is FinTech? Here the definition of FinTech by Investopedia: Fintech is a portmanteau of financial technology that describes an emerging financial services sector in the 21st century. Originally, the term applied to technology applied to the back-end of established consumer and trade financial institutions. A review of Logical Invest by … 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

Build Custom ETF Portfolios: Mid Year Review Portfolio Builder

Portfolios

For our „All Strategies“ Subscriber who use the Portfolio Builder to blend their own mix of Logical Invest Strategies, here some updates and a short mid-year review:

We have now included the “World Top 4 Strategy” into both the online an offline tool. To keep the charts readable, we opted for replacing the Aggressive Version of our “Global Sector Rotation”.
The preconfigured and optimized Markowitz Portfolios have been updated, only slight changes in the allocations occurred – all are <5%, so in most cases these can be neglected due to account size.

The Logical-Invest monthly newsletter for July 2015

This is the monthly Logical-Invest newsletter for July 2015. Strategy performance overview: symbol close year to date % ▴ 3 month % 1 month % 1 day % 60 day volatility 60 day correlation 3 month Sharpe 12 month Sharpe 36 month Sharpe WORLD-TOP4 284.82 8.27 0.85 -1.21 0.68 12.57 0.69 0.43 3.01 3.24 MYRS 615.56 5.11 1.02 -1.80 0.53 14.39 0.69 0.42 1.11 2.85 GMRS 4296.50 3.77 -3.35 -1.76 0.12 8.81 0.86 -2.20 -0.06 1.65 … Read more

The NASDAQ 100 Meta-Strategy – Stock Selection and Compact Meta-Strategy

NasdaqstrategyetfrotationkIRAretirementaccount

Intelligent Algorithms run two prallel sub-strategies.
Meta- layer chooses between the two sub-strategies based on current market conditions.
Variable allocation to Treasuries provides protection from large drawdowns.

This strategy is a good fit for investors that want to invest intelligently in the U.S. equity market as well as for stock-pickers looking for a rules-based growth strategy.
The strategy can also complement our existing strategies and can work well with our more conservative strategies like BRS (bond rotation), the BUG or with non-U.S. equity strategies like World Top 4.

The Logical-Invest monthly newsletter for November 2015

Logical Invest Investment Outlook November 2015 September and October have traditionally been the most volatile months of the year. This year was no exception. Investors were shaken by sharp declines in the equity markets as volatility returned with a vengeance.  The simultaneous fall in equities, bonds, commodities and foreign currencies have left a lot of portfolios with flat or negative returns for the year. Many investors are now wondering on how to move forward. Students … Read more

The Gold Currency Investment Strategy

goldchart
  • The Gold-Currency strategy trades Gold vs 3 major currencies.
  • It is based on the negative correlation between Gold and the U.S. dollar Index.
  • It is an excellent addition to existing equity or bond portfolios as it holds very little correlation to either.
  • It can be traded using ETFs, Futures or even low-margin/low-cost FX pairs.