@Epi If oil is declining due to the looming easing, why are you still including it?
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@Epi Respect, that really is iron discipline. For me, oil was also in second place, but I actively decided against it. I'm worried that I'm investing in a falling knife.
I'm going with 3x S&P500, Nasdaq and Eu50 (+ a double net in the money market).
I see the momentum is there and the equity markets will breathe a sigh of relief after a (slow and piecemeal) easing in the Middle East.
And yes, I know 😉 I'm deviating from the model. I'll just justify this with the ignorance of a beginner 😜
But I would like to take this opportunity to thank you, your contributions have given me an incredible amount of insight and new ways of thinking.
I'm going with 3x S&P500, Nasdaq and Eu50 (+ a double net in the money market).
I see the momentum is there and the equity markets will breathe a sigh of relief after a (slow and piecemeal) easing in the Middle East.
And yes, I know 😉 I'm deviating from the model. I'll just justify this with the ignorance of a beginner 😜
But I would like to take this opportunity to thank you, your contributions have given me an incredible amount of insight and new ways of thinking.
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@Anakreon the relaxation has been over for the last two hours
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@Anakreon The problem of sometimes being invested 100% leveraged in highly correlated equity ETFs should be kept in mind when building a model so that you are not suddenly forced to introduce any random additional rules.
3xGTAA does not have this problem, it only has two equity ETFs in the pool. For the reasons above. 👍
3xGTAA does not have this problem, it only has two equity ETFs in the pool. For the reasons above. 👍
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•@Epi I have 4 asset classes, each with several ETFs (asset 1: equity ETFs, for example 3xSPP500, 3xNasdaq100, 3xDax, 3xEuroStoxc, 3xTopix etc) and only the top 2 from each asset class will be included in the final ranking (from now on). So I get 8 ETFs from 4 assets as a ranking with score.
However, if no ETF passes the top 2 screening in the analysis within the asset classes, a money market ETF takes its place in the ranking. This way, I can be sure that one or even all three places will be occupied by money market ETFs in the future if the market is not currently offering them.
As you can see, I'm learning ;)
However, if no ETF passes the top 2 screening in the analysis within the asset classes, a money market ETF takes its place in the ranking. This way, I can be sure that one or even all three places will be occupied by money market ETFs in the future if the market is not currently offering them.
As you can see, I'm learning ;)
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•@Epi yes, among other things, I had April 2025 (customs shock) simulated, where my system would have gone into gold, short bonds and the money market
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@Epi Hello Epi. I am currently testing and searching a lot in the 3GTAA Universium and have come up with the idea of including all 3xShort ETFs in the pool. However, it is very complex and difficult to define the parameters. Do you have any experience or have you already calculated something similar? Kind regards
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@Anakreon The question of short ETFs comes up again and again. And rightly so.
Unfortunately, models with short ETFs do not work well. This is due to the asymmetric vola, i.e. down phases are much faster and more abrupt than up phases. If you add short ETFs to the model, then the down and up vola should be symmetrical. This is approximately the case with BTC and bonds. It might be worth looking for suitable parameters.
Good luck and report back when you have found patterns. 👍
Unfortunately, models with short ETFs do not work well. This is due to the asymmetric vola, i.e. down phases are much faster and more abrupt than up phases. If you add short ETFs to the model, then the down and up vola should be symmetrical. This is approximately the case with BTC and bonds. It might be worth looking for suitable parameters.
Good luck and report back when you have found patterns. 👍
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