[LeeDanello]

Firstly, many thanks Nick for sharing, tis something I’ve been considering from an SMSF perspective as well…much appreciated.

With regard Australian ETF equivalents would anyone have come across a reasonable resource for matching, or not as the case may be, US to AU ETFs?

With regards the scripts above, I’ve just started to research and have identified the following as possible candidates to explore further…welcome any thoughts as to reasonableness.

 

 

[LeeDanello]

Hi Nick,

Re the fixed percentage allocation change, to the US Momentum Portfolio, might the performance metrics have been updated to reflect this change? If not, might you be able to share the backtest results for the new allocation method?

Thanks
Lee

[LeeDanello]

How quickly things changed in Feb: from new equity highs, mid month, to last week’s reversal…

[LeeDanello]

[LeeDanello]

Thanks for the heads up Julian…appreciate the tip.

With regards AmiBroker upgrades generally, is there a “recommended” time/rule of thumb at which point one should probably be looking to upgrade to the latest version?

FYI, I’m still using Version 6.20.1 from when I started in 2017 and noticed Version 6.31 is now available.

[LeeDanello]

tis actually 3 separate ideas I’ve gleaned and implemented from Jay Kaeppel over the last year or so…returns have been reasonable during that period and decided to include with my monthly stats from now on.

http://jayonthemarkets.com/

In total, the system(s) only represents 5% of my total portfolio, which I’m okay with for a bit of diversification into seasonal systems.

[LeeDanello]

Dec-19
System MTD
GP (2.07%)
ASX Trend 0.07%
TLT 7.60%
SPX Momo 2.05%
ASX Momo 0.81%
KTI 8.07%

[LeeDanello]

I might be wrong but isn’t it a matter of going to Account Management and doing the following?

[LeeDanello]

Nov-19
System MTD
GP (1.87%)
ASX Trend 1.23%
TLT (0.69%)
SPX Momo 3.90%
ASX Momo 3.43%

[LeeDanello]

Oct-19
System MTD
GP (0.02%)
ASX Trend (5.87%)
TLT 4.06%
SPX Momo 4.79%
ASX Momo (4.09%)

[LeeDanello]

Sep-19
System MTD
GP 0.73%
ASX Trend 10.19%
TLT (3.90%)
SPX Momo (2.98%)
ASX Momo (3.18%)

[LeeDanello]

Aug-19
System MTD
GP (8.26%)
ASX Trend 8.41%
TLT (0.26%)
SPX Momo (1.32%)
ASX Momo (0.33%)

[LeeDanello]

GP = Nick’s Growth Portfolio…blue signals

[LeeDanello]

Jul-19
System MTD
GP 10.31%
ASX Trend 16.88%
TLT (0.78%)
SPX Momo (2.18%)
ASX Momo 5.93%

[LeeDanello]

No. General advice only.

[Author]

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