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Welcome to the Trade Informed Home Page!
We help investors to spend less time researching and more time living. We are here to demonstrate a system aimed to minimize loss during downturns and also beat the market in up turns.
We offer simple Monthly Asset Rotation Strategies.
Asset Rotation is a proven concept that's been around for a long time. What TradeInformed offers is a rules based system to take the guesswork out of what to rotate to and when. We use market data to test the system over long periods of time and with different portfolios. We always choose the longest possible test period based on historical data available. We apply extremely effective but simple quantitative analysis to rank the funds in each portfolio using Mathematica software and data.
A key characteristic we focus on is simply price momentum, which Mebane Faber demonstrated is quite powerful in his 1973 to 2008 study published in the book "The Ivy Portfolio". A very simple momentum rotation strategy demonstrated 16.4% annual growth over the period with 27% drawdown. Faber explained how momentum also demonstrated market beating returns in the period of 1956 to 2007 in a comprehensive UK market study by Elroy Dimson, Paul Marsh, and Mike Staunton. We have added features to Faber's concept and adapted it to use lists primarily made up of stocks which increased the return seen in simulation significantly. We have added features that help to minimize drawdown. By minimizing losses, the overall return improves. We keep Warren Buffet's first two rules of investing in mind always, which are "1. Never lose money, 2. Never forget rule #1". Of course these are really goals as even Warren Buffet loses a little from time to time and is doing "OK" ha ha. One easy way to remember how important it is to minimize losses is to think about what % gain it takes to get back to even from a 50% loss: the answer is 100%!
All of our portfolios show significantly lower drawdown than the SPY (S and P 500 ETF). As usual, higher return potential is linked to higher risk. Only each individual can decide how much risk to take but we have a variety of options to choose from. Some may choose a portfolio of multiple or all the portfolios on this site, depending on their situation and their professional investment advisor's guidance. Please compare our drawdowns to other options out there. It's also useful to compare the risk adjusted return by studying the MAR ratios (CAGR/max Drawdown).
Cancellation is very easy at TradeInformed, if you are so inclined. To cancel a subscription its a simple point and click operation under the membership menu tab.
Check out the historical simulation results for our 4 portfolios, updated monthly.
Stock Portfolio 2-2 with Monthly Asset Rotation below:
| Investment | Total Ret | CAGR | Drawdown | MAR(CAGR/dd) | Sharpe(3%) | mnth > 0% | ave Mnth | Vol(Ann) |
|---|---|---|---|---|---|---|---|---|
| Rotation % | 11963.66 | 32.03 | -26.97 | 1.19 | 1.05 | 62.80 | 2.65 | 27.73 |
| SPY % | 269.22 | 7.87 | -54.24 | 0.15 | 0.27 | 64.25 | 0.76 | 17.78 |
| Year | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rotation % Return | 55.18 | 12.97 | 98.93 | 62.27 | -0.31 | 13.98 | 148.80 | 41.46 | 15.90 | 36.56 | 16.48 | -5.11 | 22.12 | 9.28 | 57.39 | -12.39 | 41.75 | 16.83 |
| SPY % Return | 2.30 | -35.86 | 21.91 | 12.11 | 0.35 | 14.56 | 25.24 | 12.31 | -2.15 | 12.05 | 19.33 | -6.92 | 29.85 | 13.52 | 29.53 | -20.28 | 24.11 | 10.67 |
| Improvement | 52.88 | 48.83 | 77.02 | 50.16 | -0.66 | -0.58 | 123.56 | 29.16 | 18.04 | 24.52 | -2.85 | 1.80 | -7.74 | -4.24 | 27.86 | 7.89 | 17.64 | 6.16 |
Stock/ETF Portfolio 2-4 with Monthly Asset Rotation below:
| Investment | Total Ret | CAGR | Drawdown | MAR(CAGR/dd) | Sharpe(3%) | mnth > 0% | ave Mnth | Vol(Ann) |
|---|---|---|---|---|---|---|---|---|
| Rotation % | 4023.06 | 24.06 | -25.97 | 0.93 | 0.99 | 65.22 | 2.00 | 21.24 |
| SPY % | 269.22 | 7.87 | -54.24 | 0.15 | 0.27 | 64.25 | 0.76 | 17.78 |
| Year | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rotation % Return | 46.50 | -4.72 | 47.17 | 34.89 | 5.45 | 20.68 | 93.28 | 33.11 | 18.36 | 3.63 | 40.25 | 5.01 | 9.94 | 31.47 | 21.25 | -3.43 | 32.63 | 12.08 |
| SPY % Return | 2.30 | -35.86 | 21.91 | 12.11 | 0.35 | 14.56 | 25.24 | 12.31 | -2.15 | 12.05 | 19.33 | -6.92 | 29.85 | 13.52 | 29.53 | -20.28 | 24.11 | 10.67 |
| Improvement | 44.20 | 31.13 | 25.26 | 22.78 | 5.10 | 6.12 | 68.04 | 20.80 | 20.50 | -8.42 | 20.92 | 11.93 | -19.91 | 17.95 | -8.29 | 16.85 | 8.52 | 1.41 |
Stock/ETF Portfolio 1-2 with Monthly Asset Rotation below:
| Investment | Total Ret | CAGR | Drawdown | MAR(CAGR/dd) | Sharpe(3%) | mnth > 0% | ave Mnth | Vol(Ann) |
|---|---|---|---|---|---|---|---|---|
| Rotation % | 8876.08 | 29.78 | -17.50 | 1.70 | 1.15 | 60.39 | 2.41 | 23.36 |
| SPY % | 269.22 | 7.87 | -54.24 | 0.15 | 0.27 | 64.25 | 0.76 | 17.78 |
| Year | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rotation % Return | 25.88 | -14.42 | 35.14 | 62.78 | 4.84 | 8.92 | 121.09 | 8.91 | 6.68 | 48.98 | 30.31 | 7.28 | 26.04 | 98.45 | 26.98 | -10.81 | 79.78 | 21.73 |
| SPY % Return | 2.30 | -35.86 | 21.91 | 12.11 | 0.35 | 14.56 | 25.24 | 12.31 | -2.15 | 12.05 | 19.33 | -6.92 | 29.85 | 13.52 | 29.53 | -20.28 | 24.11 | 10.67 |
| Improvement | 23.58 | 21.44 | 13.23 | 50.68 | 4.49 | -5.64 | 95.86 | -3.40 | 8.83 | 36.93 | 10.99 | 14.19 | -3.82 | 84.93 | -2.55 | 9.47 | 55.67 | 11.06 |
Stock/ETF Portfolio 1-4 with Monthly Asset Rotation below:
| Investment | Total Ret | CAGR | Drawdown | MAR(CAGR/dd) | Sharpe(3%) | mnth > 0% | ave Mnth | Vol(Ann) |
|---|---|---|---|---|---|---|---|---|
| Rotation % | 2480.52 | 20.74 | -28.55 | 0.73 | 1.00 | 60.87 | 1.71 | 17.68 |
| SPY % | 269.22 | 7.87 | -54.24 | 0.15 | 0.27 | 64.25 | 0.76 | 17.78 |
| Year | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rotation % Return | 6.34 | -9.65 | 8.98 | 36.93 | -6.55 | 15.66 | 67.31 | 4.77 | 17.73 | 19.92 | 24.02 | 12.65 | 24.39 | 73.46 | 30.83 | -0.75 | 49.29 | 15.15 |
| SPY % Return | 2.30 | -35.86 | 21.91 | 12.11 | 0.35 | 14.56 | 25.24 | 12.31 | -2.15 | 12.05 | 19.33 | -6.92 | 29.85 | 13.52 | 29.53 | -20.28 | 24.11 | 10.67 |
| Improvement | 4.04 | 26.21 | -12.93 | 24.82 | -6.90 | 1.09 | 42.07 | -7.54 | 19.88 | 7.87 | 4.70 | 19.56 | -5.46 | 59.94 | 1.29 | 19.53 | 25.18 | 4.49 |
Compare each Portfolio for Risk Adjusted Return below:
Stock/ETF Portfolio 2-2
Our favorite Risk Adjusted Return Metric is MAR= (CAGR/Drawdown), while Sharpe ratio is the more commonly found risk adjusted metric. Sharpe= (CAGR-risk free rate(3%))/volatility. More discussion on this in the portfolio pages. Anyway both are included as people always want to know the Sharpe.
MAR and Sharpe ratio Risk Adjusted Return
Stock/ETF Portfolio 2-4
MAR and Sharpe ratio Risk Adjusted Return
Stock/ETF Portfolio 1-2
MAR and Sharpe ratio Risk Adjusted Return
Stock/ETF Portfolio 1-4
MAR and Sharpe ratio Risk Adjusted Return
Why Choose Us
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- Because we offer a Free Trial for one Month!
- Asset Rotation is a solid concept with great support with recently published books such as "The Ivy Portfolio" and "Dual Momentum Investing".
- We offer great support, rock solid integrity and a need to make customers happy.
- Spend less time researching and more time living by following a system that requires action only once a month.
- Because our primary goal is to minimize losses during a downturn.
- Extensive simulation data available, see how system minimized drawdown and still did well in up markets.
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Please have a look around the site, a lot is available without a paid membership. Below are a few suggestions. If you have any questions or concerns, please use our contact page.
Stock Portfolio 2-2Stock Portfolio 2-4Stock-etf Portfolio 1-2Stock-etf Portfolio 1-4Blog AboutTerms Of ServiceFAQ