July | 2018 | iMarketSignals

The iM-Country Rotation System periodically selects one country ETF from six countries, USA, Canada, Japan, Australia, Germany and Sweden, based on the performance of their respective currency ETFs.
Backtests from 2009 to 2018 (the bull market period) show that each foreign country ETF under-performed the US stock market over the full backtest period.
However, when periodically selecting ETFs using a ranking system based on the performance of the countries’ respective currency ETFs, the model significantly out-performed the US stock market.
Over the period 3/9/2009-7/21/2018 the system showed a simulated annualized return of 29.4% versus 18.7% for the SPDR S&P 500 ETF Trust (SPY), with similar maximum draw-downs of about -19%.