Video: Practical Starter Improvements Upon Absolute Return / Cash Filter Strategies

Feb 15, 2018 in Regime Change | Video

A ~5 minute video using the Regime Relative Strength Backtest to look at some parts of an Absolute Return strategy and ways to improve upon it.


 to expand, click the '4 expanding arrows' 'icon in the bottom right corner of the video screen


Follow us on Follow etfreplay on Twitter


Comments (2) -

Apr 15, 2018 06:56 #

At 1:11, you say something like "tab" and the screen switches, no longer having Regime 1 Portfolio and Regime 2 Portfolio showing above and below each other, but side by side with the  two Regime Ratios as the ones being tested.

What is happening here?  - Thanks - Dennis

dwoodriff United States

Apr 16, 2018 13:53 #

You are correct, the module used here was incorrectly referred to as Regime Relative Strength.   The module I actually used was 'Regime Portfolios'.    These 2 modules are closely related in structure.   The difference is that in Regime Portfolios you simply switch portfolios based on the regime.     In Regime Relative Strength you go 1 step further and run a relative strength model AFTER you determine which regime you are in.

The one used here was indeed Regime Portfolios.  Its located 3rd down on the left of the backtest menu page:

ETFreplay United States

Comments are closed

Follow ETFreplay