3Mon
Nice to read about this performance! I have 2x SPY in my portfolio and am slowly getting back into positive territory. April had a decent drawdown. In the end, 3xGTAA was better off :D Btw. Don't you regularly trade on the 1st of the month? It's quite "random" when exactly the rotation is carried out, isn't it? Gut feeling, private time? What about 3x EM? Would have more momentum than 3x QQQ?
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3Mon
@parlania Yes, my 2XSPYTIPS portfolio share didn't really get going in 2025 either. Am well below 10% share.
I trade relatively randomly around the 1st. This way I try to avoid systematic mistakes in timing. A mini DCA, so to speak. 😁
3xEM is out because it simply doesn't work well. China has no momentum effect. In addition, I am suspicious of a 3xEM ETF that is quoted at ATL while the 1xEM ETF is quoted at ATH. This was the case at the beginning of 2025. EU50 is also correlated to QQQ in the same way as EM, 0.7, so you can also use that.
I trade relatively randomly around the 1st. This way I try to avoid systematic mistakes in timing. A mini DCA, so to speak. 😁
3xEM is out because it simply doesn't work well. China has no momentum effect. In addition, I am suspicious of a 3xEM ETF that is quoted at ATL while the 1xEM ETF is quoted at ATH. This was the case at the beginning of 2025. EU50 is also correlated to QQQ in the same way as EM, 0.7, so you can also use that.
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@Epi What systematic errors/risks would you see if you always act in the same way?
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3Mon
@theflyingsquirrel For example, there are certain times of day for certain asset classes when prices are unfavorably high for buying. US equities shortly before the start of trading, for example. Then there are typical savings plan execution times, I think 10 a.m. or so. You don't have to buy at that time.
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@Epi ah. I usually trade between 15:30-17h or 11-14h. In my experience, the costs are relatively low. Incidentally, the 3xEM currently seems to correspond quite well to the 1xEM and the momentum of EM also seems relatively stable, but of course it could be different next year. I would suggest we keep an eye on it.
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•@Epi What is the correlation between EM and EU50? You meant QQQ:EM has 0.7 and QQQ:EU50 has 0.7? Did I understand that correctly?
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@Epi My current plan with regard to 2xSPYTips is that in the current relatively volatile phase I will hold my B&H share (EM+World), which I would like to shift into 2xspytips, until the tips indicator turns negative. Then my World share of the b&H will be sold and reallocated to cash/gold and I will then have entered 2xspytips. 1. I am thus currently delaying relatively high taxes from the B&H asset sale and 2. I am only 1x leveraged in the market with my current B&H instead of 2xSPY, which I currently feel more comfortable with. I'm already tracking TIPS, so to speak. After the reallocation, I will tend to keep the EM portion as a contrast to 2xspytips. But let's see.
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•2Mon
@theflyingsquirrel https://www.portfoliovisualizer.com/asset-correlations#analysisResults
Apparently the correlations have changed significantly in recent weeks. Interesting!
Overall in favor of EU50 in 3xGTAA.
Apparently the correlations have changed significantly in recent weeks. Interesting!
Overall in favor of EU50 in 3xGTAA.
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•2Mon
@theflyingsquirrel I also have your plan regarding 2xSpytips/ LETSGO in mind. The pot for this is regularly filled with my monthly savings installment, but at the moment 80% is still in cash. With the next buy signal, I want to get fully involved. I'm just still thinking about whether to go all in with 2 leverage or 50/50 1/2 leverage. 🤔
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•@Epi eur/qqq is slowly converging again. eur/EM are diverging in terms of correlation and EM/qqq has converged very strongly in recent weeks. Where do you see the advantage of the EU50?
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2Mon
@theflyingsquirrel EU50 has statistically more stable momentum. China has no momentum effect.
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