Some metrics from our @QCAlphaOne #AAM system of #momentum investing with #ETFs
No #Leverage.
#Equity, #Gold, #GILT or #Cash.
#AssetAllocationModel
1/n
@QCAlphaOne Monthly Returns
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Annual Jan-Dec Returns
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Distribution of Monthly Returns
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Rolling 6 month Sharpe Ratio
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel #SharpeRatio
@QCAlphaOne #Drawdown or #UnderWater Plot
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Top Drawdown Periods.
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Finally the Equity Curve - Cumulative Returns.
@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne The system stays invested in either of the following asset classes #Equity, #Gold, #Gilt or #Cash depending on our #momentum score.
ETFs and/or passively managed funds are used for each instrument where available.
@QCAlphaOne #AAM
#Momentum #Investing
@alok_dharia
Share this Scrolly Tale with your friends.
A Scrolly Tale is a new way to read Twitter threads with a more visually immersive experience.
Discover more beautiful Scrolly Tales like this.