Different Weighting Schemes for SACEMS Portfolios?
March 31, 2023 - Strategic Allocation
A subscriber asked about backtesting two alternatives to equal weight (EW) for the Simple Asset Class ETF Momentum Strategy (SACEMS) Top 2 and Top 3 portfolios, as follows: Fixed Weighted: For Top 2, 66% allocation to the first-place exchange-traded fund (ETF) and 34% to the second-place ETF. For Top 3, 50% allocation to the first-place… Keep Reading