Ahmedabad Investment：Global asset ETF rotation strategy： capture the investment opportunities that are not bright to the east, and achieve 6 times income growth in 7 years!
Source: Snowball APP, Author: ETF job book, (
The core of the ETF rotation strategy is to capture the core asset attributes and weak correlation by the use of the long -term effective dynamic method by the use of scholars and investors at home and abroad and investors at home and abroad.The rotation effect is to obtain excess returns.Ahmedabad Investment
Out of interest in ETF rotation, today we rotate the core asset broad -foundation index representative of India, Hong Kong, the United States, and India. Let’s follow the rotation together.
First of all, according to ETFs that have been listed, each region selects a representative broad -foundation index to get the following ETF pools: (159915), (159920), (513100), (164824), (513520), (513030), (513080)
Secondly, analyze the correlation of the 7 major indexes. From the two pictures below, it can be seen that except for the high degree of trend in Germany and France in the European Union, other indexes are weak, especially A shares and each and each each.Between the big indexes, the results of the next test will also have corresponding performance.
Finally, the 7 ETFs are rotated according to the momentum strategy to get the staggering results:
2017.01.03-2024.01.12 Cumulative yield 647.89%
Annualized return rate of 33.22%
Sharp ratio 1.40
The maximum retracement 19.70%Hyderabad Wealth Management
The winning percentage is 66.04%, the profit and loss ratio is 1.58, and the turnover rate is 21.73 times
Judging from the results of strategic recovery, there are obvious rotation effects in indexes and A shares. When A -shares fall, the index of investing in other countries will have a good return.Time -and -space dislocation caused by the economic cycle and policy differences behind the market. This phenomenon is likely to appear repeatedly in the future.Therefore, when investing, there will be more opportunities to have a global perspective. The so -called east is not bright to the west.
Considering that it is related to the high degree, French turnover is small, excluding the French ETF re -test, and the following results are obtained:
2017.01.03-2024.01.12 Cumulative yield 603.93%
Annualized yield 32.08%
Sharp ratio 1.28Lucknow Wealth Management
Maximum retracement 24.67%Kanpur Investment
The winning rate is 66.48%, the profit and loss ratio is 1.40, and the change rate is 24.03 times
From the perspective of strategic winning rate, frequency, and odds, the winning rate of this momentum strategy is generally good and the frequency is high, which makes up for the lack of low odds.Udabur Wealth Management
#ETF rotation##Nikkei 225 index##global asset allocation#
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