iM-Combo5: Components

Due to the great interest in this large-cap combination model we have decided to reveal all the components of Combo5.

Please note that we have taken the third party models in good faith, and the intent of our article is to  provide information on how our two ETF models can be combined with other trading strategies to provide stable and consistent returns with low drawdowns. Therefore, as we do not know the algorithms that the other models have adopted, revealing the models should not be interpreted as an endorsement, which we cannot give under this lack of knowledge.  Furthermore, we cannot publish any trades that these models generate, and any questions you may have regarding this models should be referred to the respective model authors.  

The component models and their percentage weights in the combination are listed below:

  1. 20% Best(SPY-SH) Gains for Up & Down Markets
  2. 10% Best1(Sector SPDR)*
  3. 40% Stitts Wealth Creation – S&P 500 / Short S&P 500
  4. 10% :-) Large and Liquid
  5. 20% Stitts Wealth Management – DJIA / Gold

Please use the token IMARKETSIGNALS when registering with P123 or use this link

 

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2 comments on “iM-Combo5: Components
  1. quixote1 says:

    Any comment about the trading of combo5.
    How much turnover.
    How much cost to trade.
    How to put the hedging in place.
    It´s robust outside the 12-13 years of the backtest?

    Tx.

  2. geovrba says:

    There are full descriptions of Best(SPY-SH) and Best1(Sector SPDR) at imarketsignals.
    As stated in the description of Combo5, turnover is about 500%. Trading costs are accounted for in the models.
    There is no hedge to be put into place. The model is always long.
    Robustness previous to year 2000 cannot be tested on the simulation platform.
    Questions about the other models should be addressed to the relevant designers.

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