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Epi · 2023-06-30T07:48:29.227594Z

Monatswechsel im GTAA-Modell: Performance im Juni: +2,8% Halten: Nasdaq 100 (Platz 1) Kauf: EMU Smallcaps (Platz 2) Verkauf: Gold (-3,1%) Zukauf: Bitcoin Neue Aufteilung im Juli: Nasdaq 100: 26% EMU SC: 37% BTC: 22% Cash: 15% (für Nachkauf Nasdaq 100) Anmerkung: Leider kommt die Chartdarstellung hier in der App überhaupt nicht klar mit den Umschichtungen. Immer wieder gibt es erratische Sprünge und Brüche, wo der entsprechende Chart auf Traderepublic ganz glatt bleibt. Manuelle Einpflegung führt zu noch größeren Sprüngen. Schade.

ToDaMoon@randomdude

1Anno

I'll do the evaluation tonight. NASDAQ will stay and probably gold will fly out. Let's see what's in 2nd and 3rd place.

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Epi@Epi

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@randomdude EMU SC and EM SC are quite close to each other in 2nd and 3rd place. Here, the day could perhaps still change the order. Gold is quite beaten down after the poor performance in June and is currently struggling with the GD200.

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Epi@Epi

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@randomdude Addendum: The main difference between EMU SC and EM SC in the model is the 9M performance. If you still work with 3-6, then EM SC are probably in second place.

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ToDaMoon@randomdude

1Anno

@Epi According to my indicators, I had to sell EMU SC at the beginning of June, maybe they are coming back now? Anyway, in retrospect I am annoyed not to have bought EM SC because of the work on the strategy. But now I see more clearly and have set the rules 😜

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Epi@Epi

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@randomdude Yes, EM SC did well in June. I was also surprised when I saw EMU in 2nd place. Since there are probably rate cuts coming in some EM, I would have liked to go in there too. But what's a guy to do? Rules are rules. And if they are clear now, all the better. 🤷

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ToDaMoon@randomdude

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@BearStearnsCFO I also assume that, but then we are out 🤩

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Epi@Epi

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@randomdude That is the plan. Let's see how it will work. If the price crashes by 20% within days, GTAA will also have a problem. But that is unlikely. Crashes are usually announced by previous weakness. Momentum is still strong.

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Nostradonkey💩@DonkeyInvestor

1Anno

Just as good as my deposit in June 👍

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Epi@Epi

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@DonkeyInvestor Yes, thanks to BTC. You also have a 20% share. 😏

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Bingpot@theflyingsquirrel

1Anno

Also a good idea. What comes to mind, so with which asset also? whether Ishares or xtrackers nasdaq 100 is eg no matter, I think, if then maybe something like Spdr em small cap or hsbc em small cap esg? because of esg and completely different weighting

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Pejman G.@Pejman7

1Anno

Absolutely! The reshuffling totally messes up getquin. This has to get better ...

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sbx@sbx

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I am still cautious about larger sums in the crypto sector. I understand the technology, I see the potential, but somehow the price explosions upwards and downwards still don't quite make sense to me. I think I'll stick with equities for now....

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Epi@Epi

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@sbx It depends very much on the weighting in the portfolio, not so much the absolute amount of the investment. A good portfolio should be able to hold 10% Bitcoin. Because I invest with safety lines, I can go to 20% share. The risk for the overall portfolio remains low, max. 5%.

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Der P.@derphux

1Anno

I have +5.7% with $LQQ, $GRE and Vaneck Semiconductor ETF A

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Epi@Epi

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@derphux Not bad. But I guess you have a different risk profile with the ETFs. Or are you following an active strategy?

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Der P.@derphux

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@Epi This is my GTAA top 3 implementation. I have relatively many categories from which I select the ETFs with the greatest momentum. Whereas the Semiconductors have run only so semi last month, with the Nasdaq and Greece I was quite good.

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Epi@Epi

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@derphux I see. Very interesting. Would you like to present your model in our GTAA Signal group? I'm sure there are many questions. We are looking for the optimal model and could use some fresh input. 😏

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Der P.@derphux

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@Epi I've only been doing this for two months... the first was negative, the second now positive... I wouldn't call it optimal yet 😅 But we're welcome to exchange ideas.

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Bingpot@theflyingsquirrel

1Anno

You could still show cash in your asset allocation in the portfolio or? as a position 1. note on your GTAA: have you sold Nasdaq part? thought that had previously 50% or was that gold? 2. you do not make an equal weighting among the assets, according to what principles comes your asset allocation among your top assets? 3. in my test GTAA I have in June roughly -0.7%. 50:50 Nasdaq and Gold as assets. does BTC make that much of a difference to you and the imbalance of the other 2 assets that you were able to achieve 2.8% instead of my 0.7?

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Epi@Epi

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@theflyingsquirrel I had already tried to enter Cash once. But as I said, getquin does not get along so well with the display and manual entry. I have given up. to 1. QQQ I had in May times partially sold. I wanted to use the cash for a cheaper re-entry. Unfortunately it did not work out. Now it lies there and admonishes me to implement the system consistently. Maybe I need it in July, when the prices come back a little? to 2. The weighting should actually be 50-50 and if BTC has a buy signal, then 40-40-20. If you add the cash QQQ, then it comes approximately. I tolerate small deviations of 2-3%. The arithmetic to get the target allocation every month, I have already tried. It's not worth it, because most of the time 3 days later everything is shifted again anyway. to 3. your observation is correct. The 20% BTC have lifted the portfolio into the plus. In addition, I have taken a EUR hedged gold ETF, which has lost less due to fallen USD.

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Bingpot@theflyingsquirrel

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@Epi ah okay if it's because of the posting, I understand that you don't put cash in. You could say I'm a little glad that it backfired on both you and Felix to deviate from the strategy in the last month. All the backtesting, strategy building, etc. only brings something if you consistently stick to the strategy. Now you are both in the depot construction and the loss by the deviation is not yet so bad. Or? BTC was on place 3 or? therefore it remains? With the deviations I think you are absolutely right, permanent rebalancing costs only time and order fees. why euro hedge? have read on signal your news and it came out that it does not matter whether you take with or without hedge, right?

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Epi@Epi

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@theflyingsquirrel Exactly, because I know my psychological weaknesses somewhat, I build the GTAA strategy step by step. The experience with the deviation is built in, so to speak, and makes little difference yet performance-wise. Gold Eurohedge because I had suspected a weaker USD given the interest rate policies. In addition, my favorite XetraGold cannot be traded at TR. Also in general the hedged ETC makes more sense to me because of the inverse correlation between gold and USD. In the backtest on 10 years it didn't matter, so I decide for the "more logical" one.

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Bingpot@theflyingsquirrel

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@Epi Ah then it makes sense to do that step by step as well. With the hedge is that related to the current market situation or do you plan to take the Euro hedge long term? XetraGold should be available on Scalable, so I can use that.

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Bingpot@theflyingsquirrel

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@Epi Ah then it makes sense to do that step by step as well. With the hedge is that related to the current market situation or do you plan to take the Euro hedge long term? XetraGold should be available on Scalable, so I can use that.

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Bingpot@theflyingsquirrel

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isn't the USD a refuge currency in bad times (it was the same in 2022) and gold an ace of flight in bad economic phases (when the world economy goes bust, everyone goes into gold). Therefore, I would intuitively think that gold and USD would be rather synergistic and gold and EUR rather inverse?

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Epi@Epi

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@theflyingsquirrel Yes, the USD is a safe-haven currency. But where does the willing investor go when the USD weakens? The other way around: When the USD weakens, it is against other currencies for which gold becomes cheaper. For example, the Indians and Chinese buy a lot of gold when the USD is weak.

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Bingpot@theflyingsquirrel

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@Epi could it make sense to take XetraGold and Gold Daily Hedged both in and if gold is top asset take the one of the two with the stronger momentum?

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Epi@Epi

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@theflyingsquirrel Sounds reasonable. Could be done the same way with other assets.

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