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
DJ Golden Crossover
Magic Formula
Wishing Wealth GMI
Seasonal Timing
SuperSmart Portfolio
Market Scout
KeyBot the Quant
Sector Surfer
Macrorisk Analytics
Single Country ETF


This is a rotational trend following strategy that selects 3 ETFs that are invested in single countries with the greatest return over the last 6 month period (see the list of 35 single country ETFs at the bottom of the page).  The strategy always stays fully invested.

Strategy Criteria

To start off, the system picks the top 3 single country ETFs with the highest rate of return over the past 6 months.  Thereafter, at the end of each month if the currently held ETFs are still in the top 7 ranking for single country ETFs over the last 6 months, they continue to be held. Otherwise, any ETFs that have fallen below position 7 are exchanged for the current highest ranked ETF not already held. (Note that the performance of this strategy depends on when you start as the top 3 ETFs this month are unlikely to be the same as the holdings in the portfolio below).

Portfolio Changes

Portfolio changes are made on the last day of the month at the market close.

Current Holdings

Trade History


6 Month Performance Of ETFs

The table below shows the performance of the ETFs over the last 6 months. (6 months is taken as 126 trading days). This table can be used to select the top 3 ETFs each month and then monitor their relative ranking. Please note that the ETF prices rely on google quotes which intermittently does not work for certain ETFs, consequently if there is an ETF at the top of the table without a performance percentage, please check back later. Any ETFs missing a quote price are automatically sorted to the top of the table so this means that it is probably not the best performing ETF over the last 6 months.


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