Asymmetries

Contrarian mean-reversion radar · equities, property & infrastructure
DAA Dashboard
SUMMARY
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How it works We buy an ETF that has badly lagged its benchmark for years and has just started to bounce. We sell one that has beaten its benchmark so hard for two years it sits at record stretch, once its momentum breaks. Every trade gets a preset profit target and stop.
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ETFSub-asset class SignalExpected move
(model estimate)
Status Range positionMomentum
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