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Sunday, March 09, 2025 5:19:33 PM
Update on my leveraged ETF testing using the preemptive AIM model. I'm about halfway with testing the funds I want to test. Amazing results. Lichello was a genius.
One thing I noticed today in completing the Technology ETFs is how rapidly the share price turned. Within a few weeks there were multiple alternating buys and sells captured by the preemptive model that would likely have been missed with manually updating AIM. It's not often I've seen this behavior but it was present in these ETFs.
These results are current as of end of February 2025. I expect to have all testing completed by end of this month and updated for end of March share prices. I am now testing everything for 10 years if the fund has been around that long. I watched a YouTube video on leveraged ETFs that directed me to a site called Portfolio Visualizer that provides excellent analysis of volatility and maximum drawdown on each of these ETFs, and I'm using this to classify the drawdown strategy needed for each fund to prevent running out of cash too early in major declines. Working well so far. This is quite a lot of work, but I'm enjoying it and learning a lot about how I want to use preemptive AIM with a number of these ETFs.
This chart is easier to view if you click on the chart to open the full size image.
One thing I noticed today in completing the Technology ETFs is how rapidly the share price turned. Within a few weeks there were multiple alternating buys and sells captured by the preemptive model that would likely have been missed with manually updating AIM. It's not often I've seen this behavior but it was present in these ETFs.
These results are current as of end of February 2025. I expect to have all testing completed by end of this month and updated for end of March share prices. I am now testing everything for 10 years if the fund has been around that long. I watched a YouTube video on leveraged ETFs that directed me to a site called Portfolio Visualizer that provides excellent analysis of volatility and maximum drawdown on each of these ETFs, and I'm using this to classify the drawdown strategy needed for each fund to prevent running out of cash too early in major declines. Working well so far. This is quite a lot of work, but I'm enjoying it and learning a lot about how I want to use preemptive AIM with a number of these ETFs.
This chart is easier to view if you click on the chart to open the full size image.
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