SP500 VGQ 10 stocks model

Models
21

Andreas,
Interesting that your Nice and Steady large cap models make about 17% annualized. You have market timing in these models.
For my 12 stock model I get the same return without market timing and only 38% turnover. This model has an average holding period of 1,143 days.

12 Dividend Strength Stocks of Russell 1000.png
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22

Now, if you want to go for max return have a look at the VIX Timer with SVXY.

VIX-Timer with SVXY.png
VIX-Timer with SVXY.png954×556 127 KB

23

Hi Georg,

is that a designer model, I would be interested!!!
Best Regards
Andreas

24

Georg,
I am a subscriber to your Vix timer DM, this is why.

Screen Shot 2017-12-14 at 6.33.46 AM.png
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25

James,

That is pretty impressive. I have a question. What kind of stocks does “Defensive Cat Food” trade? Creative name, just curious.

George :slight_smile:

26

Defensive Cat food is an 8 position small cap momentum with a bit of value.
King for a day is mean reversion using the same universe.
“Looking up at the bottom” is a 4 position short port.

Without the VIX trader, return drops to 70% and the Draw down goes up to 16%