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TSI Trend Strategy Stratex

Ulf Brüggemeier

 | TsiStrategie

Last Login: 12/16/2025


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+1,288.9%
since 1/16/2013

+22.5%
Ø-Perf. per year

+12.0%
Performance (1yr)

51.8%
Volatility (1yr)

0.6
Return/Risk



Portfolio chart

Details
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Trading Idea

The brokerage account is primarily counting on growth and sustainability. Many years of studies have shwon that trend stocks should achieve the highest profit. Stock market guru James P. O’Shaughnessy examined the different investment strategies in his book “What Works on Wall Street: A Guide to the Best-Performing Investment Strategies of All Time”. He concludes: The trend strategy achieves the highest profits! This portfolio is to be composed of the most actively traded stocks. A security is to be removed from the portfolio when the stock is no longer one of the most actively traded stocks. It is to be replaced by the respective stock with the strongest trend. The brokerage account is to follow a trend signal indicator (TSI), which is calculated from the price increases. The brokerage account reserves the right to keep cash in phases of general market weakness or to invest in other instruments of the wikifolio universe. The portfolio is to make use of the entire wikifolio investment universe in order to be able to choose from a sufficiently large number of trend values. The Stratex wikifolio should place its bet on more long-term trends and a smaller number of securities.

This is a non-binding translation of wikifolio.

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Master data

Symbol

WF11660001

Date created

01/16/2013

Index level

-

High watermark

1,626.0

Investment Universe

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