Month change: GTAA strategy update

October went less well than expected in the equity markets, so the Nasdaq 100 and Emerging Markets Smallcaps held for the month also lost. However, interim selling kept the loss at -1.3%.

A new addition to the GTAA portfolio is the currency pair LongUSD-ShortJPY (SJPY). A currency asset was still missing and in backtests it has been shown that this provides a more consistent performance in the long term. In addition, there are further optimizations in the model rules.

The new allocation for 11/23:

67% Gold

33% SJPY

At this point, once again to explain the performance of the GTAA model, because there seems to be a lot of misunderstanding about it. It is not about generating above average profits in every market phase! It is not a magic system, but only a trend-following multi-asset ETF model (for concept see my profile). The long-term outperformance results mainly from participating in bull markets and avoiding bear markets. The model has difficulties only in ambiguous markets like this year.

Finally, a question for you: I would like to start a model with 3xleverage ETFs and bitcoin on 11/1 in addition to the current GTAA model (starting amount: 3k), a turbo GTAA so to speak. Are you interested in following this model here on getquin?

And in general: is there actually still any interest in the monthly report on the GTAA strategy?

Yes: Thumbs up

No: SOS

Thanks a lot and good luck to all of you!