We updated our QuantTrader software to version 515S. Read about changes to our strategies. If you are using QuantTrader, this time you need to manually update it, please download from here. Thank you FED These first two months of 2019 are a prime example of how sensitive markets have become to interest rate policy. Following the December move in the S&P 500 which painted a negative year for US Equities, Chairman Jerome Powell signaled … Read more
We have prepared a new version of QuantTrader which will be used to generate the Logical-Invest signals for the month of March. So please make sure you will use the new version from now on. If you are using the new version with your own strategies, you will need to re-optimize the strategies to get the same performance as with the old QuantTrader 514S version. When you do this you will probably to try out … Read more
Our top 3 strategies this past month: Leveraged Universal Investment strategy with +7.5% return. Maximum Yield strategy at +4.3% U.S. Sector strategy (free to subscribe) at +3.1% News: Alex’s new post describes the process of blending Portfolios (rather than Strategies or ETFs) using the Portfolio Builder. Bouncing into 2019 Three fundamental trends to watch as 2019 unfolds: The first trend includes the reversal of QE in the U.S, the end of the asset purchase program of … Read more
We have made some quite important changes to the Logical Invest strategies for 2019. Please note that the January strategy allocations will be calculated based on these updated strategies. 401 / IRA compliant base strategies The new strategies will not use leveraged or inverse ETFs, making them and the portfolios derived from them, more 401 / IRA friendly. The changes have been backtested and do not reduce the performance of the strategies due to a … Read more
Must reads: Frank Grossmann’s article “How to Hedge in Times of Market Trouble” (Seeking Alpha, LI Blog) 2019 strategy updates (LI Blog) Protecting your money After almost 10 years of a continuous bull market and 2 years of exceptional growth (2016-2017), 2018 was the first year that the SP500 turned negative. Apart from the dollar index, most asset classes also fell. To make things worse, the S&P500 dropped -20% from the September highs during what is … Read more
Logical Invest Investment Outlook December 2018 The graph below is from a recent Bloomberg article entitled “A Brutal Global Market in 2018 Has Just One Champion“. That one champion, according to the article, was Treasury bills. It goes on to say: “By one simple measure, this is the worst cross-asset performance in more than a century“. Below you can see 89% of all assets had negative performances year-to-date (as of Nov. 22). This may be an exaggeration … Read more
In a previous post we introduced our new investment strategy, the BUG. There has been a lot of interest but also some concerns when it comes to using leverage. We are introducing a version of the BUG for non-leveraged accounts.
In this version we allocate amongst 6 ETFs: SPY, TLT, GLS, CWB, TIP and PCY. Again as in the original strategy we use these heuristics: Timing (using a simple average rule), Volatility Targeting (we reduce exposure to more volatile ETFs), Momentum (we reduce the size of the worst performer and add to the rest). We don’t employ short term mean reversion and we only trade up to 4 assets.
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
Special Topic: IRA investment using QuantTrader Logical Invest Investment Outlook December 2016 Our top year-to-date strategies: The Maximum Yield strategy with 30.27% return. The Leveraged Universal strategy with 17.73% return. The NASDAQ 100 strategy with 15.19% return. SPY, the S&P500 ETF, returned 9.77%, year-to-date. NEWS: Enhancement of the Treasury hedge in our strategies (link). Market comment: Presidents change, markets change and so do we. As our subscribers know well, Treasuries have been a cornerstone of our strategies. For the last few months many investors … Read more
Logical Invest Investment Outlook November 2017 Our top 2017 investment strategies, year-to-date: The Maximum Yield strategy with 52.51% return. The Leveraged Universal strategy with 34.36% return. The NASDAQ 100 strategy with 29.34% return. SPY, the S&P500 ETF, returned 16.68%. Market comment: Just like September, October was positive for the S&P 500. The index gained +2.36% continuing its multi-month rise to new highs. U.S. Treasuries did not manage to recover after last month’s losses, staying almost flat at -0.04%. Gold showed weakness returning -0.75%. Our … Read more