Two ways to switch between Asian Markets

Long Only

The Asian Indices Long Only Portfolio

A 13 asset portfolio with the 11 Asian Equity Indices plus two “cash” portfolios added for those times when all the markets are heading south. The System is designed to select the two most promising markets. The returns suggested are hypothetical and unleveraged.

The returns were calculated by holding the top two ranked assets. The ranking is calculated on a weekly basis.

Long/Short

The Asian Indices Long/Short Portfolio

A 20 asset portfolio which is created by the 10 Asian main indices and their inverses (ie. a short futures position). The System is designed to pick the two most promising “assets”. Since this portfolio has the option of “shorting the market” we have not included any cash portfolios. Again, the returns are hypothetical and unleveraged.

The returns were calculated by holding the top two ranked assets.

Playing Sector Rotation in the TWSE

TWSE Long/Short

The Taiwan 30 Sub Indices Long/Short Portfolio

A 30 asset portfolio created from the official subsectors of the TWSE. The System picks the three most promising sub-sector and has the option of going short. Since this portfolio has the option of “shorting the market” we have not included any cash portfolios. While we have included trading costs, the returns are hypothetical and unleveraged.

The returns were calculated by holding the top three ranked assets.

TWSE LongOnly

The Taiwan 30 Sub Indices Long Only Portfolio

A 30 asset portfolio created from the official subsectors of the TWSE. The System picks the three most promising sub-sector. Since the portfolio cannot short, we have included three cash assets for those times when positive returns look scarce. Although we have accounted for trading expenses, the returns are hypothetical and unleveraged.

The returns were calculated by holding the top three ranked assets.