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