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ETF Core Strategies

Aim: To trend-trade general equity ETFs so as to ride rallies and buck busts in the Australian share market.

ETF Rotation Strategies

Aim: To back the local and foreign sector ETFs with the strongest price gains over both short and long terms.

How does MarketTiming back-test its trading strategies?

All performance results shown in tables and charts published by MarketTiming are calculated excluding both dividends received while in the market and interest received on cash balances when out of the market.

The results are based on the ASX All Ordinaries Index, and assume that the Exchange Traded Fund (ETF) vehicle used while in the market precisely matches movements in this index.

The buy and hold results assume investment is solely through such an ETF.

The market timing strategy results are calculated using the closing price the day following a new trading signal. They are after brokerage fees of the greater of $30 or 0.12% per trade.

All capital gains are assumed to be re-invested.

Back-tested data have been used to derive signals prior to December 2009, actual signals since.

The results shown are based upon data whose accuracy are deemed reliable but not guaranteed.

Performance returns cited are derived from our best estimates but must be considered hypothetical in as much as we do not track the actual prices investors pay or receive when applying our signals.

Past performance is not necessarily indicative of future performance.


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