Simple Strategy Using The Relative Strength Themes of our 'Screener'

Apr 26, 2010 in Screener | Strategy

While it may not be particularly interesting from a global perspective -- the relative strength model in our Screener has been quite clear for past few months. Long US Equity and Negative on Europe. Here is an example using the relative strength model as of the last day of February to create a subsequent long-short portfolio that is representative of the broad themes in the marketplace:

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Comments (2) -

Apr 27, 2010 00:48 #

Nice addition!  

Would be super if backtest was expanded to allow combinations of the 3 current tests:  portfolio + MA; portfolio + relstrength; MA + relstrength; & combine all three.

Aric United States

Apr 27, 2010 04:46 #


Thanks for the feedback.

We have aggressive plans on bringing more functionality so stay tuned.  

ETFreplay United States

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