{"id":1998961,"date":"2014-08-04T17:07:32","date_gmt":"2014-08-04T11:37:32","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=1998961"},"modified":"2014-09-09T11:56:24","modified_gmt":"2014-09-09T06:26:24","slug":"cnx-100-50-day-tactical-theme","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2014\/08\/04\/cnx-100-50-day-tactical-theme\/","title":{"rendered":"CNX 100 50-Day Tactical Theme"},"content":{"rendered":"

Escaping the worst days<\/h3>\n

We had discussed how, by escaping the worst days, even if it means missing out on the best days, you can protect your portfolio from drawdowns and get superior results compared to a naive buy-and-hold strategy. See: The SMA Risk On\/Off Switch<\/a><\/em><\/p>\n

We ran the same filter on the CNX 100 index.<\/p>\n

CNX 100 between 2005 and 2010<\/h3>\n

Naive Buy and Hold<\/h4>\n

\"buy-and-hold-returns-2005\"<\/a><\/p>\n

Cumulative Return: 1.92<\/strong><\/p>\n

DrawDowns<\/h5>\n

\"bh-2005-2010\"<\/p>\n

50-day SMA On\/Off<\/h4>\n

\"CNX<\/a><\/p>\n

Cumulative Return: 13.12<\/strong><\/p>\n

DrawDowns<\/h5>\n

\"50SMA-2005-2010\"<\/p>\n

CNX 100 from 2010 to now<\/h3>\n

Naive Buy and Hold<\/h4>\n

\"buy-and-hold-returns-2010\"<\/a><\/p>\n

Cumulative Return: 0.473696<\/strong><\/p>\n

DrawDowns<\/h5>\n

\"bh-2010-now\"<\/p>\n

50-day SMA On\/Off<\/h4>\n

\"CNX<\/a><\/p>\n

Cumulative Return: 2.270039<\/strong><\/p>\n

DrawDowns<\/h5>\n

\"50SMA-2010-now\"<\/p>\n

The CNX 100 50-Day Tactical Theme<\/h3>\n

The 50-day signal can be used to go “risk on” and “risk off” between the NIFTYBEES and JUNIORBEES ETFs. When “risk on”, the Theme allocates equally between NIFTYBEES and JUNIORBEES and when “risk off”, moves to LIQUIDBEES.<\/p>\n

You can follow the theme here<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"

Escaping the worst days We had discussed how, by escaping the worst days, even if it means missing out on the best days, you can protect your portfolio from drawdowns and get superior results compared to a naive buy-and-hold strategy. See: The SMA Risk On\/Off Switch We ran the same filter on the CNX 100 … <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471,9],"tags":[2541],"class_list":["post-1998961","post","type-post","status-publish","format-standard","hentry","category-investing-insight","category-your-money","tag-theme","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/1998961","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=1998961"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/1998961\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=1998961"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=1998961"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=1998961"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}