The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio aims to provide exposure to multi-market ETFs with a protective asset allocation model.
The model determines a Global Market Breadth Indicator, by analyzing a diversified universe of multi-market ETFs, and detect trends that emerge. The Global Market Breadth Indicator is used to determine the percentage of the Portfolio to allocate to Risk-On assets and Risk-Off assets. The model moves aggressively to 100% Risk-Off assets in bad times (crash protection).
Risk-On assets are composed of 6 best-performing ETFs from a diversified multi-market universe of 12 ETFs (Stocks, Bonds, Gold, Real Estate, International and emerging markets ...). ETFs that are bought have the best momentum (performance).
An Intermediate-term US Treasuries ETF (IEF) is used as a Risk-Off Asset.
The Portfolio experienced very low drawdowns relative to return, that makes the Portfolio an alternative to a 1-Year Term Deposit.
The portfolio is rebalanced monthly. Each month, sell Stop-Orders are placed to secure profits or minimize losses in the event of a market drop. The portfolio holds only long positions.
Start Here Each Month
Global Market Breadth Indicator
Adjust Risk-On/Risk-Off asset allocation
% Risk-On Assets
Buy/Hold the 6 best-performing ETFs from: SPY QQQ IWM VGK EWJ EEMVNQ EFA GLD JNK LQD TLT
% Risk-Off Assets
Natevia does not guarantee the accuracy, adequacy, completeness or availability of any information and is not responsible for any errors or omissions, regardless of the cause or for the results obtained from the use of such information.
Rebalancing of the portfolio composition is done by Natevia based on publicly available data and may be delayed. Past performance is not an indication of future results. This is not an investment advice.
All prices are indicative and for information purposes only. Back-tested results.
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