Dark Liquidity
Stock Market Quantitative Investment Strategies
Moose Tracks
Mebane Faber
Single Country ETF
Fidelity Select Sector
SPDRs Sector
Buy Don't Hold V2
Buy Don't Hold V2 Signals
OneQTrades
DJ Golden Crossover
Magic Formula
Wishing Wealth GMI
Seasonal Timing
SuperSmart Portfolio
Market Scout
Long-Short-Timing
KeyBot the Quant
Wealthfront
POS
Sector Surfer
Moose Tracks


Overview

DecisionMoose evaluates nine index funds to determine which broad asset class currently provides the greatest opportunity for gain.  The portfolio only holds one fund at a time. 

The ETFs used are as follows:


Cash or Money Market Fund (3 month Treasury)
Long-term zero-coupon Treasury bonds (BTTRX)  * (See bottom of page for alternative funds)
Large cap US stocks (SPY)
Small cap US stocks (IWM)
Gold Bullion (GLD)
Europe 350 stocks (IEV)
Latin America 40 stocks (ILF)
Japan stocks (EWJ)
Pacific ex-Japan stocks (EP
P)

Strategy Criteria

The selection criteria is proprietry.

Portfolio Changes

When the model gives a signal, 100% of the portfolio is immediately switched from the previous position to the new one.  All signals are published weekly on Sunday evening so all trades occur at the Monday morning opening price.  (Note that DecisionMoose attempts to purchase the selected ETF for up to 2 weeks at a price that is at or lower than the last closing price.) 

Current Holding



Trade History

 


Alternatives to Long-term Zero-Coupon Treasury Bonds BTTRX

BTTRX is a mutual fund.  The ETF alternatives are TLT, EDV, and ZROZ. Note that a lack of liquidity in some ETFs may exacerbate their volatility.  The chart below shows the performance of the four funds for most of 2011. 










 














 

 
HomeStrategiesSummary10 Yr Strategy PerformanceAnnual Stock PicksFundamental PicksGrant HenningNasdaq 100 Top 12Market TimingMonthly DividendsBooksRegistration (free)Contact UsLinks