I noticed that ETF Replyy allows you to test Bi-Weekly now using the Relative Strength Portfolio option Also for those of you that have IRAs or non-401 K accounts the following ETFs seem to produce good results backtesting in ETFReplay. Buy the top tow ETFs using the monthly signals at 50/50 since 2003 shows a return of 663%. However in 2010 Semi-Monthly returns a better result than monthly. The list below is the list that www.decisonmoose.com basically using. I added BIV and VWO.
Dave..........Could you explain your settings a little more on ETF RePlay? I didn't get even close to 663% back to 2003 with the symbols you shared. Did you use the standard 40/30/30 on the weighting? What was the 50/50 you mentioned? Thanks in advance.
3. Determine the correlation between asset classes, and make sure that you are working with a set of relatively UN-correlated ETFs (meaning that as one set is going down, others might remain neutral or rising).
4. PIck a set of timings and test them since 2003, since 2007, and since the start of this year. Find the one or ones that give you consistent profit.
5. Stop optimizing, cross your fingers and start trading.
Just a quick check from Jan1 2010 picking the best screener pick v.s. SPY is up 37% v.s. 11.7% for SPY. This is far less than ricks=63.8% or wkloss=70.2% for the same time. The only thing that was better was the volatility was lower.
EDIT.....ran it a second time and got 3 different ETFs that changed the score to 62.9% for the screener score, but with increased volatility. The ETFs I came up with were AMJ,EPU,FBT,GDX,GXG,IYC,PFF,PGF,UUP,VGLT
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