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V1 BWC: Emerging Markets I
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About

A daily, tactical EM strategy that flips between 3x bull (EDC), 3x bear (EDZ), or calmer EM stock ETFs (EEMV/EEM) using trend, short‑term momentum (RSI), and EM bond risk checks (EMB/EMBD vs BWZ). It tests VWO/EEM/EEMA versions and uses the one behaving best.
NutHow it works
Each day it picks one EM position using simple rules: - Trend check (moving averages): uptrend = offense, downtrend = defense. - Momentum check (RSI = a short-term “speedometer” of buying/selling): rising = offense; overheated/weak = defense. - Credit regime: EM bonds (EMB/EMBD) vs safer bonds (BWZ) to gauge risk-on/off. It then holds either 3x bull (EDC), 3x bear (EDZ), calmer EM stocks (EEMV), or, when very oversold, EEM. It runs this on VWO/EEM/EEMA (Asia-tilted) and uses the variant with better recent behavior.
CheckmarkValue prop
Provides diversification via tactical EM timing and regime filters, potentially reducing correlation to the S&P in certain cycles. Caution: out-of-sample performance shows weaker returns and larger drawdowns; use as a small tactical sleeve with strict risk limits.
Invest in this strategy
OOS Start Date
Apr 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, tactical allocation, momentum, trend-following, rsi, leveraged/inverse etfs, regime filter, em bonds
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type