- The set (universe) of assets from which a portfolio is built is one of the most important factors of any portfolio strategy.
- The AMI asset universes were published in the launching article, July 2021.
- We add two simpler universes: lite non-leveraged ETFs (5 ETFs: DIA, SPY, QQQ, XLF, XRT) and lite leveraged ETFs (5 ETFs: UDOW, SPXL, TQQQ, FAS, RETL).
- Simulations show that the lite universes perform slightly better than or about the same as our initial universes published in the launching article.
For further details see:
Additions To And Testing Of Our Momentum Portfolio Selections