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CQ_All Country Momentum 🎢
Today’s Change
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About

Buys, in equal weights, the five country stock‑market ETFs with the worst returns over the past ~10 months, rebalanced daily. A contrarian global equity bet aiming for rebounds; broad country exposure but higher turnover and country/currency risk.
NutHow it works
Each day, it reviews ~40 single‑country stock‑market ETFs (e.g., EWC=Canada, EWJ=Japan, EWZ=Brazil, SPY=US). It checks each one’s total gain/loss over ~200 trading days (~10 months), then buys the five with the worst returns, equal‑weighted, expecting a rebound. Rebalanced daily; expect volatility, country/currency risk, and trading costs.
CheckmarkValue prop
Contrarian global equity strategy: buys the five worst 200-day performers among 40 country ETFs, rebalanced daily. Aims to beat the S&P via mean reversion and broader diversification, with FX risk and higher turnover. OOS results vary.

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Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Global equities, country rotation, contrarian/mean‑reversion, bottom 5 by 200‑day returns, equal‑weight, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type