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ETF trading

Enhancing Harry Browne’s Permanent Portfolio strategy

March 15, 2019 by sanz prophet 1 Comment

Permanent Portfolio

First published at Logical-Invest.com What is the Permanent Portfolio by Harry Browne Harry Browne’s intention was to find a solution for the money “you need to take care of you for the rest of your life”. He called it the Permanent Portfolio because he believed that once an investor sets it up, they never have …

Read moreEnhancing Harry Browne’s Permanent Portfolio strategy

Filed Under: ETF trading, Logical Invest, permanent portfolio, strategy

Intro to rules based Investing – Why follow an investment strategy?

February 8, 2017 by sanz prophet Leave a Comment

1. Basics What is rules based Investing? In rules-based-investing we define a clear set of rules. These rules comprise an investment strategy. Here is an example strategy: “At the first day of the month, look at the performance of bonds versus stocks by calulating the 3-month performances of two exchange traded funds, SPY (the SPDR …

Read moreIntro to rules based Investing – Why follow an investment strategy?

Filed Under: ETF / Stocks, ETF trading, strategy, strategy development Tagged With: etf, how to invest, investment, rule-based investing

7 Winning Trading Systems Reviewed – Pt. 3: RSI 25 75

September 7, 2012 by sanz prophet 1 Comment

Read pt.1 REad pt.2 Back in 2009 Larry Connors and Cesar Alvarez published several short term trading systems in their book “High Probability ETF Trading”. They described 7 mean reverting strategies.  What happens, then once a strategy becomes public domain? Do they loose their edge? All tests are performed on a set of 20 ETFs: DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLV …

Read more7 Winning Trading Systems Reviewed – Pt. 3: RSI 25 75

Filed Under: ETF trading, mean reverting, RSI, strategy development

7 Winning Trading Systems Reviewed – Pt. 2: MDD / MDU

September 2, 2012 by sanz prophet 1 Comment

Back in 2009 Larry Connors and Cesar Alvarez published several short term trading systems in their book “High Probability ETF Trading”. They described 7 mean reverting strategies. What happens, then once a strategy becomes public domain? Do they loose their edge?All tests are performed on a set of 20 ETFs:DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLVTthe strategy can hold  up to 10 ETFs …

Read more7 Winning Trading Systems Reviewed – Pt. 2: MDD / MDU

Filed Under: ETF trading, mean reverting, strategy development

Best Day to buy Bovespa – Part 2

March 23, 2011 by sanz prophet Leave a Comment

If you bought Bovespa on Thursday and sold on Friday every week since 2003, you would be rich (if you compounded). We know this. If one was to follow such a strategy, in real-time, would it make money? In the following strategy an investor would buy at the Close of the “optimal” day that performed …

Read moreBest Day to buy Bovespa – Part 2

Filed Under: ETF trading, Seasonal

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