iQ ETF All Assets Model
Positive 2008 Return
Negative Correlation to stocks
Negative Monthly Downside Capture Ratio
GO ANYWHERE...AT ANY TIME - With ETFs!
Why limit yourself to just stocks and bonds?
The iQ ETF All Asset Model seeks capital appreciation by holding positions in domestic & global equity, credit, commodity and interest rate markets. The Model follows a data-driven “all asset” approach that combines technical analysis with index price momentum as applied to a diversified universe of ETFs.
Starting universe is comprised of the following:
Equities (3 super sectors)
Currencies (USD & Japanese Yen)
Bonds (Domestic & Global)
Short Stocks (inverse S&P 500)
Sort the starting universe by 7-month exponential relative strength and keep the top 10
Sort the remaining ETFs by 2-year correlation to Oil and keep the bottom 5