|Designer ||hemmerling ||Subs || 69 |
|Launch ||04/11/13 ||Cost ||FREE |
|Rebalance ||12/15/14 |
| Last viewed by Designer || 2 month(s) ago |
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.