Twelve strategies
Each one ran over the same window, on the same stored prices, paying the same one percent on every fill. What follows is what came out.
Filing driven
equity, etf
01
Institutional Consensus
The shares the most managers bought last quarter.
+13.0% a year
46.9% deepest fall
356 fills
rebalances monthly
read the run
equity, etf
02
Fund Mirror
One manager's portfolio, in the weights they reported.
+6.2% a year
21.8% deepest fall
69 fills
rebalances monthly
read the run
equity
03
Capitol Flow
Shares members of the House reported buying.
+2.0% a year
60.0% deepest fall
277 fills
rebalances monthly
read the run
equity
04
Insider Cluster
Companies three or more of their own officers bought inside a month.
+0.8% a year
35.1% deepest fall
322 fills
rebalances monthly
read the run
Trend and momentum
etf
01
Dual Momentum
The strongest index of the last year, or bonds.
+8.7% a year
43.7% deepest fall
41 fills
rebalances monthly
read the run
etf
02
Trend 200
In while the price is above its long average, out while it is below.
+7.9% a year
25.1% deepest fall
79 fills
rebalances monthly
read the run
etf
03
Sector Rotation
The three strongest sectors of the last six months.
-0.5% a year
36.6% deepest fall
252 fills
rebalances monthly
read the run
crypto
04
Crypto Trend
Bitcoin and ether while the fast average leads the slow one.
+48.0% a year
80.4% deepest fall
150 fills
rebalances weekly
read the run
Allocation
Saving plans
etf
01
Ladder 36
The saving plan: a hundred dollars, a monthly payment, a target in three years.
+7.0% a year
28.3% deepest fall
32 fills
rebalances monthly
read the run
etf, crypto
02
Ladder 36 Plus
The same target, a momentum core and a small coin sleeve.
+15.4% a year
43.7% deepest fall
112 fills
rebalances monthly
read the run