tag:blogger.com,1999:blog-5375291312433129989.post3216534477882306903..comments2023-06-03T05:06:58.216-04:00Comments on The Lazy Trader: ETF Rotation Systems to beat the Market - American EquitiesHenrikhttp://www.blogger.com/profile/05792195649092816606noreply@blogger.comBlogger12125tag:blogger.com,1999:blog-5375291312433129989.post-16683196862826233062015-06-23T16:58:17.420-04:002015-06-23T16:58:17.420-04:00hi lt i love this etf rotation idea for my pension...hi lt i love this etf rotation idea for my pension as its tax free ! (until the end)<br />how can i contact you for help building a spreadsheet to help rank them for me each month.<br />regards domAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-80851843512644449632015-04-01T17:11:40.418-04:002015-04-01T17:11:40.418-04:00Equal amounts! yes that's right.
LTEqual amounts! yes that's right.<br />LTThe Lazy Traderhttps://www.blogger.com/profile/08598866019359750526noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-52909352858163240172015-03-28T22:24:48.058-04:002015-03-28T22:24:48.058-04:00When you pick the top 3 to rotate to, do you put a...When you pick the top 3 to rotate to, do you put an equal amount of money into each one?Michael Campbellhttps://www.blogger.com/profile/15025907481819573844noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-12164339099718050142015-03-28T21:46:44.466-04:002015-03-28T21:46:44.466-04:00Got it. Shouldn't matter. I think it should be...Got it. Shouldn't matter. I think it should be as you say as long as you are consistent.<br />LTThe Lazy Traderhttps://www.blogger.com/profile/08598866019359750526noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-40986383255300086922015-03-28T21:35:51.285-04:002015-03-28T21:35:51.285-04:00Sorry, I realized I was unclear in my "does i...Sorry, I realized I was unclear in my "does it matter"... I meant does it matter WHEN in the month you recalculate and rotate? End of month, middle of month, somewhere in the third week... I'm guessing not, as long as you're consistent.Michael Campbellhttps://www.blogger.com/profile/15025907481819573844noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-44892544846425130582015-03-28T21:13:34.604-04:002015-03-28T21:13:34.604-04:00This comment has been removed by the author.Michael Campbellhttps://www.blogger.com/profile/15025907481819573844noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-88290037960320155152015-03-24T07:33:05.449-04:002015-03-24T07:33:05.449-04:00Hi Michael,
The ranking is calculated the last day...Hi Michael,<br />The ranking is calculated the last day of the month so you rotate to the instruments the first day of the next month at market close.<br />Obviously, this matters. It could be a totally different story if you rotated every three months or every 15 days.<br />Thanks for reading.<br />LTHenrikhttps://www.blogger.com/profile/05792195649092816606noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-25088700572389664382015-03-22T23:32:05.189-04:002015-03-22T23:32:05.189-04:00> How are the three best ETFs selected every mo...> How are the three best ETFs selected every month?<br /><br />Very interesting set of articles; thanks for doing it. <br /><br />From this I gather you reranked monthly? Beginning of the month, or every 30 days after you started? (Do you think it matters?)Michael Campbellhttps://www.blogger.com/profile/15025907481819573844noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-6704847238723719792015-02-08T12:28:55.226-05:002015-02-08T12:28:55.226-05:00Futile exercise. Depends on your personal situatio...Futile exercise. Depends on your personal situation.<br />LTThe Lazy Traderhttps://www.blogger.com/profile/08598866019359750526noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-75612183123578104892015-02-08T12:24:42.886-05:002015-02-08T12:24:42.886-05:00Results after taxes?Results after taxes?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-75902728980173880532015-01-14T16:02:18.710-05:002015-01-14T16:02:18.710-05:00That's a good question. Volatility is not adde...That's a good question. Volatility is not added to the calculation. The instruments are simply ranked. For example:<br />For the 3 month return the ETFs are ranked from 1 to 13 in this case.<br />For the 20 day return the ETFs are ranked from 1 to 13.<br />For the volatility the systems are ranked in reversed putting the lowest value in first place in the ranking .<br /><br />Now with all the ranks assigned for all ETFs in all three categories, for each ETFs you use the formula (3monthReturnRank * 0.4) + (20 dayReturnRank * 0.3) + (20 dayVolatilityRank * 0.3) which gives you a global weighted rank. The ETFs with the smallest weighted rank are chosen.<br /><br />Regards,<br />LTThe Lazy Traderhttps://www.blogger.com/profile/08598866019359750526noreply@blogger.comtag:blogger.com,1999:blog-5375291312433129989.post-75725547793419175312015-01-14T11:18:47.623-05:002015-01-14T11:18:47.623-05:00Great work, I'm enjoying your series. For the ...Great work, I'm enjoying your series. For the 20 day volatility calculation, just adding volatility to the final score would favor rather than penalize large variations. How are you inversing the volatility in your calculation? A simple inverse, or something more fancy?Anonymousnoreply@blogger.com