Monday, February 8, 2010

ETF Rewind - Announcing Customizable Rotation Modeling

ETF Rewind subscribers have long had the ability to derive customized relative strength models using statistics available in our nightly newsletter. By popular request, the nightly Excel spreadsheet now includes a customizable Relative Strength Rotation back-testing engine, as featured in past posts and this year's weekly rewinds.

While the model uses as many as ten tickers at a time, motivated traders might consider one set of tickers to represent major asset classes, then additional lists to effectively drill down on the active classes with more concentrated scans.  Without a doubt, this addition makes ETFR one of the most powerful and complete interactive newsletters/tools available to the individual trader.  Other features include:
  • Nightly Market Recap & Next-Day Outlook
  • Statistical Summary of Nearly 200 ETFs across 12 Asset Classes
  • Pairs Trading & Scanning Modules
  • Relative Strength Rotational Model
  • Advanced Custom Portfolio Metrics & Hedging Analysis
Quite a Swiss Army Knife!  Three-day trials are still available here.  Advanced functionality expires in 30-days, but the files are otherwise yours to keep.  Why not give it a try?


Blue said...

Hi Jeff,

Would you explain how the Rewind model works. Do you just switch into the ticker with the highest rank for the previous week?


jgpietsch said...

Correct Blue, this is a strength, not a weakness model and trades once a week. Best, Jeff