ETF Momentum Strategy

SMS

Performance

  • -6.4 %
    since 2019-12-14
  • -0.9 %
    1 Year
  • -3.7 %
    Ø-Performance per year
All fees have already been deducted

Risk

  • -11.8 %
    Maximum loss (to date)
  • 0.00×
    Risk factor
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Trading Idea

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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Master data

Symbol
WF10000001
Date created
2019-12-14
Index level
High watermark
94.1

Rules

wikifolio labels

Investment Universe

Trader

SMS
Registered since 2019-12-12

Decision making

  • Technical analysis