A Seasonal Strategy With Leveraged ETFs
ARTICLE SYNOPSIS ...The Halloween indicator, also known as ""Sell in May and go away,"" is a well-known seasonal strategy that investors apply to the financial markets. But it comes with its share of risk. Here is how you can use this seasonal strategy with a twist using leveraged exchange traded fu...
AUTHOR: Gerald GardnerDATE: OCT 2012SUBJECT: Indicators
Profit With High Relative Strength Mutual Funds by Gerald Gardner
ARTICLE SYNOPSIS ...Profit With High Relative Strength Mutual Funds by Gerald Gardner
This timing method will maximize profit
and reduce drawdown.
Correlation of equity funds phenomena manifests itself in many stock data series. For this study, I explored the correlation of two mutual funds and methods of timing one fund to maximize profit and reduce drawdown. Backtesting a specific model indicates that a 10.82% return and a maximum drawdown of about 11% over the last six years is possible. Before looking at the model, a brief review of funds shows the qualitative nature of correlation and a visual depiction o...
AUTHOR: Gerald GardnerDATE: APR 2009SUBJECT: Trading Systems