Friday, June 20, 2008

US Timer and ETF's

My US timer remains in cash or short depending on the strategy.  I have four ETF strategies that I am following for the US market based on my timer:

  • Long QLD and QID
  • Long QLD and cash
  • Long QLD and RWM
  • Long QLD and IAU

The CAGR's for the above strategies are 40.6%, 35.4%, 34.8% and 43.9% respectively. The CAGR for the Nasdaq over the same time period is 8.1%

 

QID is the Proshares Double Inverse Nasdaq, RWM is the Proshares Inverse Russell 2000 and IAU is the iShares Comex Gold.

 

Following are the compound annual growth (CAGR) tables for the four strategies as of today.

qid

 

cash

 

rwm

 

iau

 

My US holdings currently are RWM (87%) and IAU (13%).

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