D-Asset (Monthly)

Momentum investing strategies can be very effective on ETFs. Definedge has developed Dynamic ETF approach to ETF portfolios.

This strategy serves as a guideline for experimenting with momentum investing in ETFs.

The following components of the Momentum Investing Engine are used in this strategy:

Strategy details:

> Strategy Name: D-Asset (Monthly)

> Universe: Asset category ETFs

> Performance period: 90-day

> Allocation: Reinvestment

> Ranking criteria: Return

> Rebalance period: Monthly

> Number of ETFs: 1

> Exit Rank: 1

You can copy this strategy into your basket as either a real or virtual strategy.

You can customize the universe, allocation, and portfolio size based on your preferences.

Feel free to tweak the strategy parameters and backtest them using your selected universe and time period in RZone.

The default rebalance frequency is monthly, set to the 1st of each month. You can change this to a weekly frequency and select your preferred day.

Make sure to backtest the changes in RZone to gain confidence in your customized strategy.