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Dual Momentum nach Antonacci

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Last Login: 12/06/2018


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-6.8%
since 10/2/2018

-
Ø-Perf. per year

-
Performance (1yr)

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Volatility (1yr)

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Return/Risk



Portfolio chart

Details

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Trading Idea

Das Wikifolio soll die Dual Momentum Strategie von Gary Antonacci weitgehend abbilden. Im Hinblick auf die Auswahl der Anleihen-ETFs kommt jedoch ein anderes Verfahren zum Einsatz, das ebenfalls auf relativem und absolutem Momentum basiert. Gehandelt werden nur S&P500 und Global-EX US ETFs beziehungsweise US-Anleihen-ETFs, wenn das System signalisiert aus Aktien auszusteigen.

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Master data

Symbol

WFGEMANTO1

Date created

10/02/2018

Index level

-

High watermark

100.0

Investment Universe

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