We Use Quantitative Tactical Asset Allocation Strategies Seeking to Invest in The Right ETF at the Right Time !

 

Welcome to Alpha Asset Allocation (AAA), we bring you a smart investment service helping you to successfully invest in top performing assets. Our investment methodology is based on Tactical Asset Allocation (TAA) strategies. Our strategies utilize top down analysis of the equity market and sectors using adaptive quantitative models. We mainly use sector rotation models and market timing models combined together. The strategies were rigorously tested and engineered to outperform stock market averages on an absolute and a risk-adjusted basis.


Back-testing and real time tracked performance of our strategy: GOSECTOR.

                       GOSECTOR strategy back-testing 

The left graph shows how much you could have earned had you invested $10,000 in the strategy weekly sector portfolio from January 1994 until 2013. All gains were reinvested. Account taxes, slippage, transaction costs and dividends earned are not taken into account.

  • Average annual return = 22%
  • Sharp ratio = 0.99
  • Maximum draw-down = -17.5 %

                      GOSECTOR strategy real time performance

In the graph published by TimerTrac you can see the ETF rotation strategy real time performance in the last 10 month Vs. S&P500 performance (red). The ETF rotation strategy returned 24.9% vs. 15.8% of S&P500, it is out-performance of about 9.1%. To view the performance on a daily basis and get more statistics (like standard deviation) you can click on the TimerTrac real time performance.

Past performance is no guarantee of future results, no model or system can predict the future behavior of the markets, all we do is spot the assets which according to our models exhibit highest statistical likelihood of beating the market and achieving alpha. 

 


We are happy to announce we are now officially partnered with financial accountability engine TipRanks. Soon You will be able to signup to GoSector ETF feed and see newsletter examples through the link below.


The benefits of using Alpha Asset Allocation strategies

  • High return & Low downside risk compared to financial averages like s&p500.
  • Diversification - We invest in different sectors/assets simultaneously.
  • Low position turnover - We usually hold positions for an average of three months, so transaction costs are low. 
  • Simple to follow - No need to check the site more than once a week, update portfolio if necessary.
  • Fully automated strategy - Helps focusing and keeping emotions in check.
  • High Liquidity - We use funds or ETFs with high liquidity, so we expect very low price slippage.  
  • Verified results - Our investment strategy portfolio and performance are verified by an independent  third party click on timer tracked icon in the graph above.

Investor's Blog - Latest Posts

Investor's Blog
SHORT TERM MARKET TIMING MODEL

Backtesting results