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This Wikifolio employs a rule-based investment strategy that targets high-momentum stocks, aligning with the core principle of relative strength. Central to this approach is a meticulously crafted TSI (Trend-Strength-Indicator) scoring model, computed on finqube.io. From a selected universe (S&P 500, Nasdaq 100, and Europe Stoxx 600), only the top 25 stocks, selected based on their TSI Scores, gain entry into the Wikifolio. Investable Universe: The Universe encompasses the largest US and European companies, chosen for their inclusion of prominent indices of S&P 500, Nasdaq 100, and Europe Stoxx 600. TSI Scoring System: The TSI (Trend Strength Indicator) System, rooted in relative strength principles, acts as a filter to identify stocks displaying strong trend strength. Within this predefined stock universe, each stock receives a percentage score (0% to 100%) based on performance, with higher scores indicating stronger trends. Subsequently, TSI Scores are ranked in ascending order, positioning stocks from best to worst. Rebalancing and Buffer Rule: To reduce monthly turnover, a buffer rule is applied during rebalancing. At the start of each month (the first trading day), a review determines if changes in TSI rankings warrant Wikifolio rebalancing. If a stock drops out of the top 30, it is replaced with the highest-ranked stock from the top 25 universe, not already in the Wikifolio. Down-Side Protection: Positions may be hedged using an S&P500 short ETF. Multiple indicators, including EMA50/EMA200, are vigilantly monitored to gauge the optimal timing for implementing hedging strategies.
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Stammdaten
WFINQUBE02
01.04.2023
-
118,3
Anlageuniversum
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