The iM Seasonal Multi-Sector Investment Strategy capitalizes on a seasonality-based approach to investing, leveraging the well-known “Sell in May and Go Away” phenomenon.
During the winter period (end of October to the end of April) the model invests in the five highest-ranked U.S. Sector ETFs equally weighted.
Selection is based on the performance of 30 sector ETFs during the previous one- and two-year winter periods, and not by selecting arbitrarily cyclical- and defensive categories for the winter- and summer periods.
In the summer period the model allocates funds equally between the iShares 20+ Year Treasury Bond ETF (TLT) and Invesco QQQ.
By combining sector rotation and hedging mechanisms for inflationary periods, this strategy offers a systematic framework for maximizing returns and managing risks.
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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