Dual ASX/US ETF Strategy

[Nick Radge]

Here’s the dual ETF strategy domiciled in AUD. Allocate 50% of the account to each. Rebalance monthly 

Strategy #1 – US At the end of each month:
(1) Ensure the trend of #NYSEHL is up
(2) Ensure the trend of the $SPX is up 
(3) If (1) or (2) is true, calculate the rate of change of $SPY and $GLD for the last 150 days
(4) If (3) > 0, the buy strongest. If (3) < 0, then stay in cash Strategy #2 – ASX At the end of each month:
(1) Calculate the 100-day rate of change for $STW.au, $NDQ.au and $AAA.au
(2) If (1) > 0, the buy strongest. If (3) < 0, then stay in cash Performance from 2005 through today (in AUD):
CAGR: 11.74%
maxDD: -14.4%
MAR: 0.81
Sharpe: 1.01
Win%: 78.9%

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