Curated Content

This section combines related content throughout the blog to make it easy to find the key information you are interested in. Many detailed strategies were introduced some time ago, their real-time performance reviewed, updated and so on. Exact sets of systematic rules are available for subscribers.

You can find the newsletter archive and a collection on background knowledge containing my main investment philosophy first, followed by the main strategies and finally additional content sorted by connected themes.

Newsletter Archive – Meta Strategy ETF Model Portfolios
(subscription required)
Download all issues of the Meta Strategy ETF Portfolio newsletter as a pdf here – including an introduction for new subscribers and a comprehensive FAQ section.

Background reading 
Two series of articles detail my basic investment philosophy and the ideas behind all the additional content of this blog:

The Investment Blueprint
When I began to professionalize my investment approach, I put together a rulebook for systematic trading and investing to serve as a guideline to create and evolve a personal investment plan to manage my own money – it can be used to develop an individual systematic portfolio.

Download the free eBook here.

The Meta Strategy
In the beginning of 2019, I distilled the evolution of my portfolio´s success into a clear system for efficiently allocating money to different assets and strategies, with the aim to generate exceptional returns at opportune times and to protect capital in difficult environments. I use fundamental and technical inputs to implement an active portfolio adaption to different market environments. Several articles contain all the information necessary to do his yourself or easily adjust the concepts to your own preferences. A monthly newsletter details two ETF portfolios based on this strategy.

An easy to read summary:
The Meta Strategy for Dummies
Meta Strategy Basics auf deutsch (pdf)

The Meta Strategy Rules – may be updated with ongoing research (subscription required)

An overlay of medium term strategies and hedging as an addition:
Profiting from Intermediate Market Swings
and the thought process to implement this in a portfolio:
Using a Bayesian Probability Framework in Investing

The different strategy elements:
Building a Meta Strategy – Main Objective
Building a Meta Strategy – The Foundation
Building a Meta Strategy – Technical vs Fundamental Indicators
Building a Meta Strategy – The Traffic Light System
Building a Meta Strategy – Using Technical Indicators
Building a Meta Strategy – Using Fundamental Indicators
Building a Meta Strategy – Implementation

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Volatility Strategies
I have traded two types of volatility strategies, mostly shorting volatility, in my portfolio since I started writing this blog. Over the years I have reviewed the performance in detail and made adjustments several times, but overall these strategies continue to serve me well.
The links follow this process chronologically.

Volatility Strategy Implementation & Rules – may be updated with ongoing research (subscription required)

The original strategy, case studies, reviews and updates:
Volatility Strategies in Detail
Volatility ETF Trading Strategy – A Case Study of Recent Volatility Spikes
Short Volatility Strategies and their similarity to an Insurance Company´s Business
Can a Trading Strategy Consistently Outperform the Market?

Using two short volatility approaches to continuously hedge and add exposure to a core ETF portfolio through medium-term market fluctuations:
Profiting from Intermediate Market Swings

Combining Trend and Short Volatility strategies:
A Barbell Portfolio Strategy

Trend Following Strategies
I use different ideas to implement trend following in my portfolio (it plays a major role in the Meta Strategy) and have developed a specific strategy using futures contacts.
I don’t trade it actively at the moment, because it is quite time intensive, but I consider it a good balance to a classic portfolio and to negatively skewed strategies (e.g. short volatility) with a high expected return.

The basic case for trend following:
Is Trend Following a figment of the imagination?
The original strategy – the rules are openly available:
Trend Following for Individual Investors – A Manageable Futures Strategy
Adding carry:
Short Option Overlay for Trend Positions
Combining Trend and Short Volatility strategies:
A Barbell Portfolio Strategy

Additional Strategies
I consider these strategies a possible valuable addition (unless specified), but not at the core of my process. I research around them and use them when good opportunities arrise.

Intraday Strategies around the market opening (I have not found this to be worthwhile)
Dead Simple – The Opening Gap and other Intraday Patterns around the Market Opening

Trading parabolic moves by shorting extremely overpriced options
Trading Parabolic Moves (…after the fact)

Best Articles on investment strategy development and implementation
from new to older

Combining your probability estimates of market development over several timeframes to reach an optimal portfolio exposure:
Using a Bayesian Probability Framework in Investing

How to find a Sustainable Edge in the Market

The power of using basic probability distributions:
Base Rate Magic

(Nearly) everything lost money in 2018:
The Hardest Trading Environment
Dealing with Sudden Market Regime Change

Balancing strategies with opposite characteristics for exceptional diversification:
A Barbell Portfolio Strategy

Investing over the right time horizon:
Your Entry may be less important than you think

Working with different Market Regimes Part I: Building an Investment Philosophy
Working with different Market Regimes Part II

Common Sense Backtesting

Stacking known edges may be better than chasing the holy grail edge
Alternative Beta trumps Alpha

Criteria and examples of useful strategies

Best general Articles on investment
from new to older

Minimizing Regret

Tactical Asset Allocation Explained

Focusing on Position Sizing

There is no secret trading or investment strategy, that will beat all others:
There ain´t no Secret

How much Time to Spend Actively Investing and Trading

Trading at an Optimal Risk Level for Different Account Sizes

The Yin and Yang of Financial Markets

What is the purpose of investing:
The Mythical Road to Financial Independence