1Semana
Hello @epi
I would like to gradually integrate your 3GTAA model into my portfolio. I start with 400€ per month and would - if I have understood everything correctly - save the Nasdaq with 33% (everything on green) and the oil ETF with 11.1%. Everything else goes into the money market ETF, as all the traffic lights are red. So much for the theory, right? Entry then on the 1st of the month? Kind regards Max
I would like to gradually integrate your 3GTAA model into my portfolio. I start with 400€ per month and would - if I have understood everything correctly - save the Nasdaq with 33% (everything on green) and the oil ETF with 11.1%. Everything else goes into the money market ETF, as all the traffic lights are red. So much for the theory, right? Entry then on the 1st of the month? Kind regards Max
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1Semana
@Anakreon How? You want to implement 3xGTAA yourself? You can do that if you have a broker that allows free trading despite the mini amounts. Otherwise, it might be better to use the certificate.
If you want to do it yourself, then I would recommend that you familiarize yourself intensively with the model, the pool and the signals. Not everything except QQQ and WTI is red. Also, 16.6% weighting is against the rules. It's best to use the holdings in the certificate as a guide. 👍
If you want to do it yourself, then I would recommend that you familiarize yourself intensively with the model, the pool and the signals. Not everything except QQQ and WTI is red. Also, 16.6% weighting is against the rules. It's best to use the holdings in the certificate as a guide. 👍
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1Semana
@Epi Thanks for the feedback. I've read all the FAQs and your posts and am trying to get to grips with the model. I trade with Scalable Capital and unfortunately they don't have the LuS certificates - hence the manual attempt.
Asset 1: Nasdaq is three times 🟢, because 1. 🟢 Miles above 200 line, 2. 🟢 Momentum ranks first far ahead of the other asset classes and 3. ,🟢 for the Nasdaq 100 (S&P 500 is at 39.6 according to Shiller P/E and would be 🔴), because the Nasdaq gives the green light in the forward peg (is at 27.0) and interest rate gap.
Asset 2: Part 1 Crude oil: 1st pillar 🟢 because 92 Doller is still above the 10-month average, 2nd pillar (still)🟢 because it is still just above the money market average, 3rd pillar 🔴 because it has slipped into a contango structure
Asset 2: Part 2 Gold: All three pillars at 🔴
Asset 3: Bonds all 🔴
I therefore end up with 33% (3 out of 3) in Nasdaq, 11.1% (2 out of 3) in crude oil and the remaining 56% in money market ETFs
Asset 1: Nasdaq is three times 🟢, because 1. 🟢 Miles above 200 line, 2. 🟢 Momentum ranks first far ahead of the other asset classes and 3. ,🟢 for the Nasdaq 100 (S&P 500 is at 39.6 according to Shiller P/E and would be 🔴), because the Nasdaq gives the green light in the forward peg (is at 27.0) and interest rate gap.
Asset 2: Part 1 Crude oil: 1st pillar 🟢 because 92 Doller is still above the 10-month average, 2nd pillar (still)🟢 because it is still just above the money market average, 3rd pillar 🔴 because it has slipped into a contango structure
Asset 2: Part 2 Gold: All three pillars at 🔴
Asset 3: Bonds all 🔴
I therefore end up with 33% (3 out of 3) in Nasdaq, 11.1% (2 out of 3) in crude oil and the remaining 56% in money market ETFs
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1Semana
@Epi Okay, you go 100% in or out of the respective asset based purely on the trend, right? I had a look at your wikifolio (link in your FAQ) and only saw nasdaq, gold and oil there. So you don't hold cash in money market tfs in parallel?
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11
•1Semana
@Epi I think I see my misunderstanding. I thought the "3" in your model stood for the 3 pillars (trend, momentum and value). You meant it as three asset classes (nasdaq100/eu50, gold and commodities/oil).
Please excuse me, I mixed up the two approaches when reading your strategy and combined them into one model - of course you didn't intend it that way.
Please excuse me, I mixed up the two approaches when reading your strategy and combined them into one model - of course you didn't intend it that way.
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11
•1Semana
@Epi but you are always fully invested, or am I seeing it wrong?
And thanks for your patience with me
And thanks for your patience with me
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1Semana
@Epi So I've read through everything again that was unclear to me or where I accidentally mixed up two models.
You first check whether an asset is bullish or bearish using the SMA 10 based on the monthly closing price. If the closing price is above the 10-month average, the asset moves on to the next assessment step.
Here you look at the pool of remaining assets to see which have the strongest momentum and rank them. This is done using a weighted momentum score, which weights recent successes higher than those from longer ago. Plus probably a sharpe quotient, which artificially reduces strong volatility in the score.
Then transfer everything into a ranking and the top three assets are bought leveraged, right?
You first check whether an asset is bullish or bearish using the SMA 10 based on the monthly closing price. If the closing price is above the 10-month average, the asset moves on to the next assessment step.
Here you look at the pool of remaining assets to see which have the strongest momentum and rank them. This is done using a weighted momentum score, which weights recent successes higher than those from longer ago. Plus probably a sharpe quotient, which artificially reduces strong volatility in the score.
Then transfer everything into a ranking and the top three assets are bought leveraged, right?
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