•
11
•
1Sem.
@DonkeyInvestor The global version is also quite new. Basically, the rules and parameters are identical to those of the U.S. model. However, there are a few details that are different. For pool selection, there are country/region factors to ensure you don’t end up with fake momentum over the period, and I’ve increased the number of stocks in the pool to a total of 15—which still represents the top approximately 1.5% of the roughly 1,200 stocks. In exchange, however, the fixed oil and crypto assets have been omitted.
•
11
•@Krush82 But all of it backed up by data, tested in backtests, and without relying on gut feelings?
••
1Sem.
@DonkeyInvestor The rules are exactly the same as in the U.S. model. (Trading only at the end of each month; momentum calculation—specifically, time period and weighting)—as in the U.S. model, if the parent index has negative momentum, then no investments are made in the stocks of that country or region. However, a detailed backtest like the one for the other model is not yet available. In 80 out of 100 cases, it is highly likely that at least one U.S. stock will be among the top 2. The goal of the model is to determine whether it is sufficient to invest only in the global model or whether adding a portion of the other model makes more sense.
•
11
•@Krush82 But is the Wikifolio intended to be a long-term project, or is it just a trial that will be discontinued soon?
•
11
•1Sem.
@DonkeyInvestor It's already planned as a long-term project ;-)
•
11
•@Krush82 Then there's a good chance I'll be increasing my meager investment a bit in the near future 😁
••