Currently we have 12 different ETF models at iMarketSignals. The various models and their correlation between them are shown below.
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In our continued effort to satisfy request for low drawdowns models with reasonable turnover and good returns we provide this model, which combines:
The combo showed a simulated 22.2% annualized return with a maximum drawdown of -7.7% when backtested from Jan-2000 to Apr-2017.
In an effort to satisfy request for low turnover models with low drawdowns and reasonable returns we provide this model, which combines:
- the iM-Comp Mkt Timer Stocks/Bonds (VOE-BIV) based on the iM-Composite Timer (SPY-IEF) which holds only one ETF at any time (33% weight in the combo),
- and the iM-Composite Mkt Timer(GLD&SCHP+VTV&VOE+BIV&LQD) based on the iM-Composite (Gold-Stocks-Bond) Timer which holds two ETFs concurrently (67% weight in the combo).
- This combination model always holds two or three ETFs at any time for a minimum period of six weeks before any of them can be sold.
The combo showed a 17.6% annualized return with a maximum drawdown of -11.2% when backtested from Jan-2000 to Mar-2017 on the simulation platform Portfolio 123.