ASX200 MTG
ASX200 Medium-Term Trend Following – *CLICK ON THE THE SUBPAGE TO VIEW THE CURRENT PORTFOLIO*(bottom left of screen)
Is an active strategy suited to investors who are focused on a medium term time horizon. This is particularly useful for investors wanting to capitalize on the strongest shares over a 3-4 month time horizon. The strategies’ objective is to preserve capital in bear markets and produce strong capital growth in bull markets. The strategy is designed to keep long term investors in cash in bear markets and invested in the strongest shares in bull markets.
Key Strategy Points:
- Captures medium term trends in stocks – 3 – 4 months
- Uses technical filters such as multiple moving averages to identify strength and pricing trends to select stocks
- Lets profits run, cuts losses short
- Goes to cash in downward trending markets to protect and preserve capital
The technical filters utilised seek to capture strength and pricing trends over the medium term (3-4 months) in companies. The strategy averages up into winning trades and cuts losing trades once the trend of that particular stock moves from positive to negative.
Summary Returns vs Index from April 2000 to present
| Long Only | XJOA | |
| Starting Capital |
$100,000.00 |
$100,000.00 |
| Ending Capital |
$1,389,503.45 |
$160,353.02 |
| Net Profit |
$1,289,503.45 |
$60,353.02 |
| Net Profit % |
1289.50% |
60.35% |
| Annualized Gain % |
33.73% |
5.35% |
| Exposure |
47.36% |
93.03% |
Comments»
No comments yet — be the first.