EEM Paired Switching: More Than 20% A Year Since 2003 [View article]
From 5/1/2003 (because of ETF inception dates) to 2/15/2013. The ETF with the highest return last 60 days is chosen. (ETF/TLT) Rebalancing every 4 weeks.
I get 498.07 % total return. (05/1/2003 - 02/15/2003)
I get 295.03 % total return. (05/22/2003 - 2/15/2013)
If possible, Can you give more detail (4 weeks) of your performance ?
S&P 500: Why You Should Buy The Dip [View article]
There are always exceptions (some years you will beat the market), but, Most of the time your strategy (or any other strategy) never beats the market in the long term. You may produce market returns (even below market returns) with lots of your personal time wasted.
Doubling The Return Of The S&P 500 Over 20 Years [View article]
I did view the links in this article. I was not looking at the ETF data because S&P indices website does not provide ETF data. ETF data is provided by Powershares website. Again, Not just the ETFs, but Index itself was created in 2011. Prior data was created using back-test. Please see PERFORMANCE DISCLOSURE on the factsheet provided by S&P.
I have no problems with your article. It could be a good strategy in the future.
Doubling The Return Of The S&P 500 Over 20 Years [View article]
Continued...
According to S&P website, The inception date of the S&P 500 Low Volatility Index was April 4, 2011, at the market close. The inception date of the S&P 500 Low Volatility Index CAD Hedged was January 24, 2012, at the market close. All information presented prior to the index inception date is back-tested. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched.
--------------------- So, you are backtesting with the data that is already backtested.
Anyway, thanks for posting your strategy. I hope it works in the future.
EEM Paired Switching: More Than 20% A Year Since 2003 [View article]
EEM Paired Switching: More Than 20% A Year Since 2003 [View article]
The ETF with the highest return last 60 days is chosen. (ETF/TLT)
Rebalancing every 4 weeks.
I get 498.07 % total return. (05/1/2003 - 02/15/2003)
I get 295.03 % total return. (05/22/2003 - 2/15/2013)
If possible, Can you give more detail (4 weeks) of your performance ?
Thanks
A Simple Relative Strength ETF Rotation System [View article]
A Powerful Nasdaq Portfolio Built On Academic Research [View article]
What was the performance prior to 2009 ?
Do you have a yearly performance breakdown ?
Where can I subscriber to the screener ?
Thanks
Doubling The Return Of The S&P 500 Over 20 Years [View article]
There is a index data that goes back prior 2011, however it is a backtested data.
Goto S&P indices website for that index and read the performance disclosure.
S&P 500: Why You Should Buy The Dip [View article]
Good Luck
Doubling The Return Of The S&P 500 Over 20 Years [View article]
I have no problems with your article. It could be a good strategy in the future.
Doubling The Return Of The S&P 500 Over 20 Years [View article]
Are Bloomberg indices a subscription service ? I was interested in other indexes.
Again, Thanks for the article.
Doubling The Return Of The S&P 500 Over 20 Years [View article]
According to S&P website, The inception date of the S&P 500 Low Volatility Index was April 4, 2011, at the market close. The inception date of the S&P 500 Low Volatility Index CAD Hedged was January
24, 2012, at the market close. All information presented prior to the index inception date is back-tested. Back-tested performance is not actual performance, but is
hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched.
---------------------
So, you are backtesting with the data that is already backtested.
Anyway, thanks for posting your strategy. I hope it works in the future.
Doubling The Return Of The S&P 500 Over 20 Years [View article]
S&P website provides last 5 years of daily index data.
Top 10 Pick: Buy NCR (And Then Again) [View article]
Thanks
Bruce
Should Silver ETF Investors Buy SLV Or PSLV? [View article]
Target A REIT Portfolio That Stays Inside The Circle [View article]
This REIT Promises Yield And Growth Without Mortgage REIT Risk [View article]
What is your thoughts on this article ?
REITs Begin To Show Cracks
By Chris Ciovacco
http://seekingalpha.co...
I appreciate all your articles and comments.
Thanks in advance
Federal Realty: The Elite Dividend REIT [View article]