factor-inverse-vol
Suggested by u/89911721 on Reddit. MTUM, QUAL and VLUE, the steadier ones getting more (inverse volatility over the last year). Asked for the World versions and 5 years; it uses the US versions and 1 year, since our price history is about 2 years. Back to these weights every quarter.
+0.35% since it started on Oct 23
0 stars0 remixes0 followers
- Performance
- +0.35% Since Oct 23
- Trades
- 3
- Holdings
- 3 Nothing sold yet
- Biggest drop
- 0.00% No drop yet
$100,345.77
+$345.77 (+0.35%) since Oct 23
#32 of 104Stats
- Performance
- +0.35%
- Trades
- 3
- Holdings
- 3
- Biggest drop
- 0.00%
$100,345.77
+$345.77 (+0.35%) since Oct 23
Rulesv1
Watches
MTUM, QUAL and VLUE
Buys
Any stock on the listMore to the steadier ones (volatility over 252 days)
Sells
Drops out at a rebalance
Checks
All rules and versions Once a day, after the closeQuarterly: trims what ran up, tops up what dipped