iQ ETF Monthly Market Timing Model

 

 

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MONTHLY MARKET TIMING...with ETFs!

The iQUANT.pro ETF Monthly Market Timing Model attempts to market-time 5 index Exchange Traded Funds (ETFs) on a monthly basis utilizing sophisticated and time-tested technical indicators.

A Strategy Only iQUANT Could Create…

Each index ETF represents a 20% allocation of the Model’s allocation.

Each index ETF is represented by its own unique set of entry and exit technical indicators.  If a technical indicator provides a “buy” signal, the ETF is held for a month and re-evaluated the first trading day of the following month.  If a technical indicator provides a “sell” signal, the 20% of the portfolio normally represented by the ETF will move to cash, money market, or Treasury Bill (we use symbol “BIL”) and the ETF will be re-evaluated the first trading day of the following month.

Here are the technical indicators utilized for each index ETF:

  • SPDR S&P 500 ETF Trust (SPY)

    • Entry: 21-day Aroon Oscillator

    • Exit: Price versus 200-day Simple Moving Average

  • PowerShares QQQ Trust (QQQ)

    • Entry: Price versus 2-month high

    • Exit: 3-Day Money Flow Index

  • SPDR S&P MidCap 400 ETF (MDY)

    • Entry: 21-day Aroon Oscillator

    • Exit: 3-day Relative Strength Index

  • iShares S&P SmallCap 600 ETF (IJR)

    • Entry: Prior day return

    • Exit: Fast and slow 14-day Stochastic indicator

  • iShares Russell Microcap Index (IWC)

    • Entry: 14-day Stochastic Indicator

    • Exit: 10- versus 25-day McGinley Dynamic indicator