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Pure Momentum ETF Strategy Performance for May

This is getting repetitive but in a good way! Another month, another positive return. For May, my ETF momentum strategy produced a return of 1.76% The CAGR now stands at 9.7%. My Gain to Pain Ratio is 2.39 and my Profit Ratio is 1.74.

Even though I am using just under 30% leverage, annualized volatility remains comfortably low.

The past seven months make momentum investing seem easy but we all know that a slow, steady rising equity curve isn’t the norm especially for someone using leverage. Volatility will return at some point and I will reduce leverage as required.

Happy investing!

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