ETF Momentum Strategy

Performance

  • -5,7 %
    seit 14.12.2019
  • -
    1 Jahr
  • -
    Ø-Performance pro Jahr
Sämtliche Gebühren bereits abgezogen

Risiko

  • -11,8 %
    Max Verlust (bisher)
  • 0,00×
    Risiko-Faktor
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Handelsidee

Decision making
This is subject to purely rational decision making based on the combination of the following indicators: Exponential Weighted Moving Average (EMA fast/slow), Momentum (MOM) and Average True Ranges (ATR). Based on these indicators, the ETF's are filtered and a score is calculated accordingly. Investments are made in the ETF with the highest score. 99% of the capital is invested in each fund.

In principle, the strategy should tend to invest in ETFs in strong economic periods, while investments in bonds tend to be planned in stagnating/weak economic phases. However, the final decision basis and thus the investment decision is always subject to the developed algorithm and never to subjectivity. The underlying algorithm was optimised over several months with the help of back tests.

The investment horizon
In principle, this strategy is to be placed in the medium to long-term horizon.

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Stammdaten

Symbol
WF10000001
Erstellungsdatum
14.12.2019
Indexstand
High Watermark
103,6

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Auszeichnungen

Anlageuniversum

Trader

Mitglied seit 12.12.2019

Entscheidungsfindung

  • Technische Analyse