Cycle Trading

[Duma]

So the analysis that I did for the post was a re-balance at the end of every year. The etf's started up in Jul 2018, so the yearly data started with 2019 and has a accumulated yield of 124.3%.

If the rebalance is done each qtr, the gain dropped to 13.5% from 4q2018 to present.

For a monthly rebalance, the gain drops to 1.0%.

So it would appear a longer period is better, but I am not interested in holding for a year with the wild gyrations that these etf's creates.

Looking at the yearly data and holding since end of 2018, the yield drops to 84.5%.

Be glad to post the data if you want to see it.