My weekly ETF system has struggled recently, so I occasionally zoom out and look at the chart of its performance since 2010. Over the long haul, the strategy has performed very well, but poor-performing periods are definitely challenging.
Current holdings for my system are provided in the table below.
Hello, I enjoy reading your updates. Please don’t stop them.
I was wondering if one day, you could share a table of monthly returns for your systems. The same as CAGR, ROI, Sharpe, max DD etc 🙂 If you have the time, I’d be really grateful. I’m starting my own system too and just learning. Also, if you have any resources or books to share that you think I should read.
Nice to hear from you, Jack. I don’t provide monthly returns because my system is a weekly one. Given that I only update prices once per week, I do not have values of the portfolio at the end of each month.
If you are interested in developing your own ETF trading system, my suggestion is to visit allocatesmartly.com and possibly subscribe to their service until you have your own system. They have most of the well-known, published ETF momentum strategies running and provide education about each strategy. I settled on using a number of ETF strategies with my own ranking system and using the ranking system to select the strategy to allocate to each week.
My system is run in Excel. I did not have to learn Python or any other programming language.