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Read my free eBooks “The Investment Blueprint” and “The Meta Strategy” filled with insights that empower you to be a successful independent investor.
Exclusive content: everything to make you a better investor is freely available on my blog, but I reserve complete access to the detailed rules of my core systematic strategies for basic and premium members.
The monthly newsletter “The Meta Strategy ETF Portfolio” details two market-beating, tactical ETF portfolios, that I use to invest my own money.
My model portfolios are very easy to follow, with low maintenance and turnover — this, and the fact that they invest only in 1 or 2 of the lowest cost, broad market ETF at any given time, makes my portfolios a very inexpensive active, long-term strategy.
The new Alternative ETF Relative Strength Rotation Strategy rotates between the three best performing ETFs from a custom ETF universe each month and has the following goals:
1) It outperforms the stock market over the long term.
2) It provides the diversifying opportunity to access outperforming assets systematically, at the right time, and with controlled risk.
3) It is uncorrelated to equities.
4) Its implementation is easily achievable at low cost for any retail investor.
View a sample of the monthly Meta Strategy ETF Portfolio newsletter here.
The idea to combine long term investing and active swing trading to improve returns is at the core of the weekly newsletter “The Meta Strategy Derivatives Portfolio”.
An up-to-date Probability Dashboard shows likely future stock returns over different time horizons. Portfolio exposure to the market can be adjusted accordingly, following market swings lasting 1 to 8 weeks.
Premium members have access to all reports in the Member Area and will receive a publication notice in a weekly email.
View an edition of the weekly Meta Strategy Derivatives Portfolio report here.
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Historical backtest for Meta Strategy ETF model portfolios
Both model portfolios use the same signals, but invest in different instruments:
The defensive portfolio invests long-only in regular broad asset class ETF or cash.
The aggressive portfolio uses 2x leveraged equity ETF (returns are likely to be higher, but drawdowns will double as well) and is allowed to use inverse equity ETF (that have positive returns, when the market goes down) in the worst market conditions.
A 15-year backtest, followed by three years of actual investment performance (06-2003 to 12-2021), reveals the advantages of the Meta Strategy Defensive (dark green) and Aggressive (dark blue) ETF Portfolios over a buy-and-hold portfolio. Specifically, for the Defensive Portfolio, losses in the worst bear markets were reduced, which improved overall returns over the S&P 500 during troubling times (light green). A smoother ride can save us from the human tendency to make bad investment decisions at the worst of times.
These lower drawdowns clear the way for a responsible use of leveraged and inverse ETFs to enhance performance. The Aggressive Portfolio (dark blue) more than doubled the annual return of an investment in the S&P 500 in the backtest, generating 16,70% vs 6,73% annually and leading to 3,6x more money earned over the 15-year backtest period (not including dividends or transaction costs) and all that with fewer than two allocation changes per year, on average. For comparison, I included the performance of a buy and hold investment in a 2x leveraged S&P 500 ETF (light blue). Here, the lethal volatility of untamed leverage becomes apparent: an 83% drawdown in 2008/09, but an outperformance over the S&P 500 over the whole backtest period nonetheless.
Backtested results are hypothetical and NOT an indicator of future performance.