5Lun
Thank you for your confidence! I'm also convinced of the market-independent momentum approach and am a little more involved myself. 😁👍
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5Lun
@Epi I'd like to ask you a question while you're here. You have removed the Emerging Markets ETF from the model and included the Europe ETF instead, because both show a similar development (correlation). How would you react if the emerging markets suddenly gained a lot of momentum but this was not reflected in the Europe ETF? For example, if Asian markets such as China or India rise sharply while European markets tend to move sideways - would you then take up the EM ETF again or adjust the model accordingly?
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5Lun
@mhu The model is in constant development. The problem at the moment is that there is no decent 3xEM ETF. If there is, or if the market situation changes significantly, then the model will be tested again and adjusted. In view of the developments in the USA, I am already planning to add a short ETF on US government bonds. They haven't played a role in recent years, but that can change.
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@Epi Where is the best place to see the current GTAA composition? Always at the beginning of the month is adjusted, correct?
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4Lun
@VillaSpilla https://www.wikifolio.com/de/de/meine-wikifolios 👍
Adjusted at the turn of the month, between the 30th and 2nd, depending on the day of the week.
Adjusted at the turn of the month, between the 30th and 2nd, depending on the day of the week.
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