|Author ||hemmerling ||Subs || 71 |
|Launch ||04/11/13 ||Cost ||FREE |
|Rebalance ||03/03/14 |
The goal was to create a super liquid trading system based on the Dow Jones Industrial Average without using the common market-timing techniques. Another objective was to have low turnover. This system was acheived by mixing 2 ranking systems and two value factors. While this system attempts to hold an optimal 6 stocks, it may hold less if the deep value stocks with higher yields cannot meet the basic ranking system requirements.