Summary
This is a private strategy for T. Cook @ Ridgeline Asset Management. Access to this page is by invitation only.
- Objective: aggressive growth w/ contrarian exposure
- Type: mean-reversion strategy
- Invests in: stock-market ETFs
- Rebalancing schedule: weekly w/ daily position-sizing
- Taxation: 100% short-term capital gains
- Minimum account size: $4,000
Performance
This table shows the portfolio’s key performance metrics over the course of the simulation:
The following chart shows the portfolio’s historical performance and drawdowns, compared to their benchmark, throughout the simulation:
This chart shows the portfolio’s annual returns:
The following charts show the Monte-Carlo simulation of returns and drawdowns, the portfolios 12-months rolling returns, and how the portfolio is tracking to its benchmark:
Asset Allocation
The portfolio last required rebalancing after the exchanges closed on @last-rebal@. Due to fluctuations in asset prices, the exact allocations vary daily, even when no rebalancing occurred. The current asset allocation is as follows:
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Strategy Rules
This core of this strategy is identical to the version trading stocks from the S&P-100. However, this strategy combines two instances, one trading sector ETFs, and one trading factor ETFs in a 50/50 lazy portfolio.
Diversification
tbd
Returns & Volatility
tbd
Account & Tax Considerations
tbd