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I am working on a low draw down screen, low correlated ETF's that has good momentum. The idea is to have it similar to Dalio all weather, Harry Browne screens and Permanent Screens.
Instead of static list of ETF's it would be dynamic and what is working lately.
Right now QQQ and GLD are very strong and low correlated.


I’ve been using this ETF screen for the stable portion of my investments. It is a slight modification of Keller and Butler’s Generalized Protective Momentum which combines momentum and correlation in the decision process. And it has been in QQQ, TLT and GLD recently.
Up almost 15% this year. The standard version has excellent historical performance with synthetic ETFs at Allocate Smartly. Best write up:
https://indexswingtrader.blogspot.com/2016/06/deciphering-co...
Allocate Smartly write up and backtest results:
https://allocatesmartly.com/keuning-kellers-generalized-prot...

GTR1 backtest of slightly modified version from 20071015:
http://gtr1.net/2013/?~Protective%20Asset%20Allocation%20Fuz...

Results from 20071015 with 0.15% friction.

                 GPM     SP500wDiv
CAGR: 8.05 8.42
TR: 169.83 181.33
SAWR(20; 0.95): 6.71 6.24
GSD(20): 9.77 19.73
DIGSD(20; 0%): 10.17 23.86
LDD(20; 0%): 5.68 13.88
LDDD3: 5.35 13.10
MDD: -15.63 -54.38
UI(20): 4.27 14.64
Sharpe(20): 0.81 0.52
Beta(20): 0.13 1.00
TI(20): 61.51 9.09
AT: 4.44 0.00

RAM
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