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GRP Report

A proprietary “all-weather” ETF portfolio based on Momentum and
Volatility to Benefit from Current Macroeconomic Trends.

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Our Proprietary ETF Rotation Model

The model portfolio allocates across US Equity, International Equity, Bonds, REITs, and Commodity ETFs. It stays 100% invested at all times and seeks capital appreciation with strong downside protection.

The portfolio uses the tried-and-tested 60/40 allocation between risky assets (equities) and “diversifiers” (bonds, commodities, REITs).

On the first trading day of each month, the algorithm looks at several measures of momentum and volatility, and selects one ETF from each category.

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Past Performance is Not Indicative of Future Results.

Backtest results are based on a portfolio with a starting value of $100,000

and are net of all trading costs and fees.

Portfolio Objectives:

ETF Rotation vs. IOO  ETF

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Outperform the relevant benchmark over the medium-to-long-term.

Safety First

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Low maximum drawdown and infrequent drawdown periods.

Risk Management

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Operate at much less volatility than the relevant benchmark.

Alpha & Beta Exposure

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Strong Alpha alongside healthy Beta is the baseline of this ETF Rotation model.

Learn How to Build a Diversified ETF Portfolio

A Professional Tool for Long-Term Investment Decisions

  • What is the GRP Report?
    The Global Risk Parity Report describes the hypothetical investment decisions of a proprietary ETF rotation model. Each month, based on momentum and volatility metrics, the model will adapt the allocation to current market conditions in an attempt to generate consistent long-term risk-adjusted performance.
  • Are these performance metrics real?
    Performance results of the GRP Model is as close to real-world as possible. The backtest, up to March 2020, is net of fees and includes a slippage model that one would expect using Interactive Brokers. The live trading results commenced in April 2020 and have returned a performance consistent with our previous testing results.
  • Can You Manage My Money?
    No. buildingatrader.com is not a registered broker/dealer nor a registered investment advisor. In accordance with our Terms & Conditions, all information presented is for educational purposes only.
  • Then Why is the GRP Useful?
    The Global Risk Parity Model has been built with sound downside protection and it can illustrate how a conservative ETF rotation model can work in various market environments. We believe it to be a great educational tool. It has been built based on logical concepts, without optimization.
  • If I don’t like the Report, Can I have a Refund?"
    The report is issued on a monthly basis. You can cease your subscription at any time. However, all payments are final and we do not offer reimbursements.
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