Epi · 2023-03-30T18:52:01.866817Z

Umschichtung im GTAA-Depot zum Monatswechsel. Nasdaq100 hat jetzt das stärkste Momentum. Verkauf: EMU Smallcaps. Neue Aufteilung: 40% Nasdaq100 $UST 40% EuroGovBondsShort $DXSV 15% Bitcoin $BTC 5% Cash bei TR für 2% p. a. (für Nachkauf Bitcoin) Edit: Nun ist es doch passiert. Die Reihenfolge des gewichteten Momentums hat sich wegen der starken Anstiege Ende letzter Woche innerhalb eines Tages noch einmal massiv verschoben. $DXSV rutschte damit noch vor dem Monatswechsel von Platz 2 deutlich hinter $MMS . Was also tun? Ich habe mich letztlich dazu entschlossen, den Fehler zu korrigieren, in den sauren Apfel zu beißen, die 10€ zu zahlen und in den $CSEMUS mit dem deutlich geringeren Spread umzuschichten. Ich sehe, ich muss noch weiter an der Umsetzung von GTAA arbeiten.

@Epi

1Yr·

Rebalancing in the GTAA portfolio at the turn of the month. Nasdaq100 now has the strongest momentum.

Sell: EMU Smallcaps.

New allocation:

40% Nasdaq100 $UST (+1.04%)

40% EuroGovBondsShort $DXSV (+0.01%)

15% Bitcoin $BTC (-0.28%)

5% Cash at TR for 2% p. a. (for post-purchase Bitcoin)

Edit: Now it has happened after all. The order of the weighted momentum has shifted massively again within one day because of the strong rises at the end of last week. $DXSV (+0.01%) thus slipped from 2nd place well behind before the turn of the month. $MMS (-0.43%) . So what to do? I finally decided to correct the mistake, bite the bullet, pay the 10€ and switch into the $CSEMUS (-0.52%) with the significantly lower spread.

I see I still need to work further on the implementation of GTAA.

30.03

Amundi Nasdaq-100 II ETF

Bought x84.21 at €47.52

€4,001.84

54 Comments

Stulle 🥪@Stullen-Portfolio

1Yr

With contributions to GTAA (or corresponding investments) you clearly stand out from the mainstream here at getquin, @Epi. I also remember (at least) one post on the Shiller-KGV. Against this background my question to you: have you ever dealt with $216361? Specifically, I'd be interested in your opinion on it...and of course anyone else reading along at this point.

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Epi@Epi

1Yr

@Stullen-Portfolio Sorry, I have seen your post only now. But we had the little discussion under your other post.

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ToDaMoon@randomdude

1Yr

Is the weighting rule based? Remind me that you wrote the other day about a profit taking on Bitcoin ... PS: Nasdaq would also still be an idea for my GTAA spectrum 😀

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Epi@Epi

1Yr

@randomdude Yes, the weighting is rule-based. I have now decided on the 40-40-20 split in the event of a buy signal in Bitcoin. I can sleep well with that. The 5% is from the sale of Btc and is reserved for a post-buy.

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Bingpot@theflyingsquirrel

1Yr

there the GTAA users meet again😅

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Epi@Epi

1Yr

@theflyingsquirrel There are not so many here. You're welcome to join in. 🤙

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Bingpot@theflyingsquirrel

1Yr

@Epi that's right. Thanks👍 plan for the future to make a GTAA Dual Momentum with 25% Depotbeimischung probably. Finds tops how you 2 deal with it.

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Epi@Epi

1Yr

@theflyingsquirrel The idea of GTAA is simple and captivating. The correct implementation is quite complicated, I think. Take a look at the wikifolios with GTAA. They all run very modestly. So you have to put some work into it, so that the strategy can unfold its potential. That's why the discussions with Felix.

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ToDaMoon@randomdude

1Yr

@Epi I am still looking for a backtesting tool. In Excel I got as far as an automatic monthly ranking. Now I would have to implement the actual trading, but have no time for now.

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Epi@Epi

1Yr

@randomdude I work with portfolio visualizer and portfolio performance. Do you know them?

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Bingpot@theflyingsquirrel

1Yr

@Epi yes, it's really not easy. My current long-term portfolio idea is as follows: 60% ESG Global All Cap, 7.5% developed market bonds, 7.5% emerging market bonds, 25% GTAA. I find the approach of including Bitcoin mega interesting. But I also find it important to keep the GTAA strategy as simple as possible so that the trading fees don't kick in so much. This factor must definitely be taken into account in the backtests.

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Epi@Epi

1Yr

@theflyingsquirrel I like your approach of weighting GTAA with 25%. In general, I like your asset allocation. I myself run GTAA so far in two interpretations via two ways: Trade Republic and mylife net policy. Even if the latter is not very popular here, it seems to me the solution for the crucial implementation problems of GTAA: 200 Etfs, no trading costs, no taxes, 1x per month reallocation possible, costs of only 0.2%pa. However, they don't know about their luck! 😂

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ToDaMoon@randomdude

1Yr

@Epi Yes, I use Portfolio Performance for all the assets I have. I have also mapped the backtests prepared in Excel in it. I have only played around a bit with Portfolio Visualizer so far. But it is probably the most efficient backtesting option.

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View all 22 further answers

Xantia@Xantia

1Yr

Bitcoin 😂😂😂😂

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Epi@Epi

1Yr

@Xantia Bitcoin is great for the sortino ratio in the portfolio! Other than that, I'm not a coiner. 👍

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Noah@Crazyinvestor

1Yr

Do not buy BTC at TR, nyknyc

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Epi@Epi

1Yr

@Crazyinvestor I have also already considered, the BitcoinAnteil on another platform to outsource... Am with the small amounts so far only not sure whether the effort is worth it.

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Noah@Crazyinvestor

1Yr

@Epi Over 2 or 3k it's worth it, then buy on ner exchange and put on a ledger

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Epi@Epi

1Yr

@Crazyinvestor What are actually the trading costs for e.g. 3000€ BTC on an exchange?

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Noah@Crazyinvestor

1Yr

@Epi For bitcoin you pay 0.10% or 3 euros per 3000 euros, none for sale

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Noah@Crazyinvestor

1Yr

@Crazyinvestor For octopus in this case

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Epi@Epi

1Yr

@Crazyinvestor Cool, is there a spread?

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Noah@Crazyinvestor

1Yr

@Epi Lower than TR, which fluctuates

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Anetta@AKAK

1Yr

@Crazyinvestor why not ? 🙃 newbie 🙈

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Epi@Epi

1Yr

@AKAK Newbie? I have been using Btc as a tactical asset in my portfolio since 2019, since a few months within my GTAA strategy. I focus on simplicity and cost efficiency. Any special gold wallet is not for me. I am not a coiner either.

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Noah@Crazyinvestor

1Yr

@Epi You were still meant, with newbie he described himself

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