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Global Systematic Trend Select

Last Login: 09/08/2025


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-23.9%
since 1/3/2021

-4.6%
Ø-Perf. per year

+12.2%
Performance (1yr)

34.7%
Volatility (1yr)

-0.2
Return/Risk



Portfolio chart

Details
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Trading Idea

This is primarily a global stock portfolio, although with a heavy focus on U.S. listed stocks (though ETFs can and will be included selectively). I am performing on-going, in-depth analysis of all of the world's major stock indices, currencies (all major pairs and crosses), main bond markets and main commodities as well as various proprietary macro economic analysis templates to gauge the overall health of world stock markets. Based on that analysis the decision will be taken whether and to what extent to be fully invested in stocks or whether to (partially) park liquidity in the form of cash, bonds, gold (in ETF form) or otherwise. To the extent I make an active allocation to stocks, investment candidates will be screened based on my proprietary ranking algorithm (which takes into account relative strength, absolute momentum, porprietary health of trend analysis, volatility and further considerations). The final investment decision is made based on my personal read of the charts. No fundamental analysis here! Selling decisions are mainly offloaded to a proprietary trend management algorithm. I reserve the right to overrule this algorithm under certain circumstances (e.g. geopolitical shocks etc.). Holding period: Successful stocks exhibiting healthy trends can be held for several quarters. Holding periods will be shorter for unsuccessful stocks - as the chart dictates. I will be giving the stock some room to breath though as this is no "swing trading" portfolio but rather a position trading portfolio that will be as long term as my inner trading instincts will permit.

Master data

Symbol

WF0G240915

Date created

01/03/2021

Index level

-

High watermark

98.6

Investment Universe

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For the composition of the virtual portfolio click here.