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There is some evidence that you can beat the overall market by overweighting ETFs that are trending higher or whose relative strength is higher. I created a si
by nathanwdavis 16y ago
There is some evidence that you can beat the overall market by overweighting ETFs that are trending higher or whose relative strength is higher.
I created a site ( http://ETFtable.com http://ETFtable.com ) to make doing this pretty easy. Sorry for the plug, but I think it's contextually relevant. Let me know what you think.
- treeface 16y agoI put on my skeptical hat when I hear claims like that. I'd have to see extremely solid evidence to believe it. Nice site! Layout is cool. I haven't dabbled too much in ETFs or tools for researching them, so I'll have to pass on any judgment due to a lack of context. Still, I'm sure someone will find some use for it.
- nathanwdavis 16y agoHere are some backtested results of some RS ETF strategies. Specific industry, asset class, and country ETFs just haven't been around long enough to really backtest for long-term out-performance, but these seem to indicate you can beat the overall market with lower drawdowns with an RS ETF strategy: http://etfprophet.com/two-simple-relative-strength-rotation-models/ http://etfprophet.com/two-simple-relative-strength-rotation-... http://www.bpas.com/media/HBT/dent_tactical_r3.pdf http://www.bpas.com/media/HBT/dent_tactical_r3.pdf
- treeface 16y agoThanks, Nathan. I'll be giving these a look later today!