CCooper Member Posts: 5 Joined: 10/6/2005 Location: Hartsville, PA  User Profile | Thank you Randy for putting the update together. The monthly returns, in my view, seem quite volatile with the ATM product. While the ATM back-tests provide very nice looking final CAGR results, I'm not sure if I could live through the monthly/quarterly volatility it generates in order to achieve those final returns. Also, it generates a high amount of trades which could be tough to follow day in and day out. Does anyone have experience using ETFs in the ATM strategy? It seems to me that using ETFs in a ranking system with the ability to use bond ETFs in periods of stock market downturns with equity ETFs in the upswings, could dampen the amount of necessary trading to just a few ETFs while getting rid of the idiosyncratic risk of individual stocks. The ETFs could be narrowed down to a custom universe of equity ETFs in bull phases, and bond or cash proxy type ETFs in bear market periods. Then ranking the best ones in each phase and choosing maybe two top ETFs for those specific periods. Best Regards, CCooper | |
