MOIQTRGM · MOIQ Global Trend-Reversal StrategyMOIQTRGM · MOIQ Global Trend-Reversal StrategyMulti-asset trend and reversal rotation · 13-ETF universe of equities, bonds, US dollar and commodities · monthly rebalance · vs AGG
Signals are computed at each month-end close and traded at the close of the next month's first US trading day. Regime = equity weight above or below 50%. Net of 0.10% trading cost on turnover.
Computed from daily NAV, month-end to month-end. First month is partial (from inception); the current month/year is period-to-date.
MOIQTRGM is a monthly tactical multi-asset rotation across equities, bonds, the US dollar and commodities. It combines a trend component, which leans into assets with persistent strength and steps into defensive assets when risk deteriorates, with a reversal component, which buys long-term laggards that have begun to recover.
Month-end signals are executed at the close of the next month's first trading day. Performance is shown on a
total-return basis and net of trading costs (0.10% of turnover at each rebalance),
benchmarked against AGG (buy-and-hold). Ratios use a zero risk-free rate.
For information only. Not investment advice. Past performance does not guarantee future results.