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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Overweight and Underweight Sectors |
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dcnelson
Advanced Member
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Looking for a way in a ETF Simulation to overweight and underweight sectors based on price momentum. ie if buy criteria determines a sector etf should be bought the weight would be 1.5 times the sector's weight in the SPX. Conversely if it should be sold it is not eliminated but brought down to 0.5 times the sector's weight in the SPX. Example. If XLB met the buy criteria its weight would be 4% vs the SPX materials weight of around 2%. Conversely if it didn't meet the buy criteria it would still be bought but only with a weight of 1%. |
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