SPDR Style Box Momentum
Dual Defense Tactical Risk Mitigation Strategy

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SectorSurfer levels the playing field with Wall Street by putting the power of award winning high performance investment algorithms in your hands. Its True Sector Rotation algorithm holds only the momentum leader during bull markets, and its StormGuard algorithm seeks to protect and grow your assets during bear markets. Only by owning the trend leader and avoiding the laggards can one simultaneously improve returns and reduce risk.

Methodology

Construction

Application

This SPDR Style Box Strategy employs an advanced low-noise momentum algorithm to evaluate a set of candidate ETFs at each month-end to identify the trend leader most likely to do well next month. The Strategy further employs our tactical risk mitigation defenses, StormGuard and TrendGuard, that seek to avoid loss during bear markets by selecting an ETF from a defensive set of candidate ETFs.     

In bull markets, the  ETF candidates include the SPDR Large-Cap, Mid-Cap, Value, and Growth components of the classic Style Box, and the TrendGuard Backstop index TRM1, which holds the defensive momentum leader among a set of bonds, treasuries, and commodities. In bear markets StormGuard is triggered and Bear Market Strategy BMS-Z selects a defensive trend leader. 

This SPDR Style Box Strategy is designed for relatively conservative portions of an investment portfolio. Note: Momentum is not always present in equity markets. Economic, bureaucratic, and social reaction to inflation, politics, and pandemics can sometimes disrupt momentum in otherwise orderly markets, which is a requirement to achieve profitable momentum trading.

SectorSurfer SPDR Style Box Momentum Strategy

Data Download

Chart Reading Notes

Executed: SELL BUY
09-Nov-2023 MINT SPYG

BUY & SELL + History

Summary Analysis CSV

• The white line on the chart is the S&P500 Index as a performance reference.
• The multi-color line is the strategy equity curve indicating which fund was owned.
• The logarithmic chart renders a straight line for the same rate of return over time.
• Note Tail Risk reduction (bottom left chart) due to risk avoidance by Dual Defense.
• Note the yellow and white spots for Risk and Return on the square rainbow chart.

 

Import via StrategyID

638468824481018857-25-2-466069

To import this strategy into the Strategies page of your account click the blue S icon to Select a Strategy and then copy and paste the above StrategyID into the text box in the upper right. Then click the Import Strategy button to bring it in.




 About SectorSurfer


Who We Are
Our technology and services are the result of more than three decades of research and development by SumGrowth Co-founder and CEO Scott Juds, a Stanford educated signal processing engineer. The company's first service, SectorSurfer, was launched in 2010. Today, over 25,000 online subscriber strategies and portfolios are processed daily. Meet our Team Members Here..


We Believe:

•  High performance investment software should be for everyone — not just big Wall Street firms.
•  Diversification is not a justifiable reason to own poorly performing funds — they hurt your portfolio.
•  Great investment advice isn't a fund sorting tool — it's automatically selecting this month's best fund.


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 Essential Videos


Lower Risk?  (7min)

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Alpha Daily Brief  (7min)

AAII Seminar  (46min)
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Dual Defense  (10min)

Bear Market Strategies  (4min)

Which Trend is My Friend?  (8min)
StormGuard Bull Bear Market Indicator Risk Reduction Avoidance Strategy Video
 
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