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.
System1a uses Vanguard’s Total Bond Market Index Fund and Total Stock Market Index Fund in combination, echoing the broad based Index approach. Best for the investors that do not want to give too much attention to their investments.
Using the Portfolio123 platform the iM-Best Gold Timer (click for more details) was backtested from Jan-2-2000, as this was the first full year when the algorithm had access to all the required economic indicators from the database of the web-based simulation platform where the backtest was performed.
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The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 98 days, and showing 4.14% return to 10/14/2013
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $359,106 which includes $132 cash and excludes $9,032 spent on fees and slippage.