ETFreplay blog | Layering 2 ETF Backtest Strategies For Enhancing Return

Dec 16, 2019 in mean regression | Regime Change | Video Layering 2 strategies on top of each other for better return — and importantly this can improve the consistency on a year-to-year basis. The mean reversion strategies tend to add more return when things are volatile and high returns — but less relative to the benchmark when the market is rising on low volatility. That said, low volatility uptrends are often an excellent environment for absolute gains and you should participate strongly in such a market — just…

ETFreplay blog | Buying Wholesale –

Nov 04, 2019 in Video | mean regression A video to demonstrate mean-regression on and some concepts on trading — for example, many small gains cumulatively add up over time when you buy at wholesale and sell at retail prices.    to expand video on screen, click the ‘4 expanding arrows’ icon in the bottom right corner of the video screen   Follow us on Source links

ETFreplay blog | Diversification comes in various forms

Jul 09, 2019 in Backtest Maintaining a well diversified portfolio is a time-tested way to protect against going all-in on what turns out to be a terrible investment.  Diversification can also be employed at the strategy level for the same reason.  An example of this is the core-satellite framework, where a rebalanced core portfolio is mixed with different strategies that focus on Relative Strength and Moving Average trend following etc.  It is also possible to diversify across different versions of a single strategy, to reduce the risk of parameter…

ETFreplay blog | Emerging Markets Lookback Period Fund Backtest Results Array

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