Global Trend Following with ETFs

ETF Momentum Investing, LLC Sample Portfolios

Global Trend Following with ETFs

Number of Holdings:  18  ETFs
Weighting Method:  Modified Equal Weight
Measurement Frequency:  Daily

In this portfolio, each day we use a two-step process to examine 121 diverse global ETFs looking for superior Relative and Absolute Momentum price trends.  The universe that we measure includes aggressive and defensive asset categories.  After applying our fully quantitative ETF trend measuring process, we identify and invest in the 14-26 ETFs with the strongest Relative and Absolute Momentum.  We monitor portfolio holdings daily and sell any holding that experiences statistically significant trend strength deterioration. This portfolio is 100% rules based, requires limited trading and provides excellent liquidity.

Current Portfolio Holdings as of:

Target Weight* Description: Ticker Date Added
3.3% Equal Weight US Financials ETF RYF 1/3/2017
3.3% Equal Weight US Technology ETF RYT 1/3/2017
5.0% Equal Weight US Materials ETF RTM 2/9/2017
10.0% Currency Hedged Japan ETF DXJ 1/3/2017
5.0% PowerShares China Real Estate ETF TAO 5/22/2018
5.0% PowerShares China All Cap ETF YAO 5/22/2018
5.0% Chile Index ETF ECH 2/9/2017
5.0% Thailand Index ETF THD 1/3/2017
5.0% Emerging Asia Region ETF GMF 1/3/2017
5.0% Taiwan Index ETF EWT 1/3/2017
5.0% South Korea Index ETF EWY 1/3/2017
5.0% Wide Moat Strategy ETF MOAT 4/13/2017
5.0% Base Metals Commodity Fund ETF DBB 1/3/2017
5.0% PowerShares Small Cap Energy ETF PSCE 5/22/2018
5.0% Vanguard Small Cap Value VBR 5/4/2018
5.0% Austria ETF EWO 5/4/2018
5.0% Brazil Index ETF EWZ 1/3/2017
5.0% PowerShares Healthcare PTH 5/4/2018
4.1% Africa ETF AFK 5/22/2018
4.2% Egypt ETF EGPT 5/22/2018

*May not add to 100% due to rounding

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Category: Global Trend Following With ETFs

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