WealthQuant

Commodity ETFs are dangerous. They don’t make the cut in any of our algorithms. This week, the Financial Times outlined ($) one of the many issues with products like USO, UNG, and CORN. Investors have learnt the hard way that many commodity ETFs do not work if held over long periods. The worldwide commodities glut […]

November’s post-election rally caught the average trader on the wrong foot. Not only did they miss the rally, but on average, they lost money. The Individual Investor Index has fallen about 2% since the US election, while SPY is up over 5%. Frustration reigns.

Biotech ETF XBI (and IBB) recently began showing relative strength versus the broad US market. It now has one of the strongest 6-month charts of any industry group.     On the other hand, our global algorithm picked out a stinker – the Philippines ETF (EPHE).  After a great start to 2016, it has done […]

The Coffee ETF JO is showing constructive price structure. This 1 year daily chart shows excellent basing characteristics. This commodity has had its challenges, trading down to 50% of its 2014 high.  If you are confused about the current U.S. market and are looking for an uncorrelated asset, coffee may be one to keep an […]

The financial ETF XLF loves what it heard last week. Since recent Fed speak, relative to major U.S. sectors, financials are screaming higher. Check out the tail end of this chart comparing the performance of XLF and SPY. Judging by the buzz on Financial Twitter and other financial blogs, we are at a major inflection point in […]

The large-cap China ETF FXI has come alive. After a near 50% decline in 2015, price structure has been steadily improving. Over the last month, it is one of the best performing international ETFs and quickly becoming popular with our relative strength algorithms. Check out our work.

What is the most effective benchmark for strategies built for the average investor?  Themselves, of course. That is why we created the Individual Investor Index (i3). The i3 is a unique index that approximates the returns of the average US-focused DIY investor. How is the Individual Investor Index calculated? Calculations are based on multiple data sources […]

Our restructured website is now up and running. Many of our users were asking for content about financial markets so we decided to move to a more content-friendly front-end framework. In addition to our strategy pages, we will now post regular articles regarding the state of asset classes, asset correlations and ratios, and occasional content […]