Logical Invest Investment Outlook - May 2017

For this issue I will briefly touch upon 2 aspects of our performance table: 60-day volatility and 60-day correlation.

Let’s say you are becoming increasingly worried and cautious as the indexes reach new heights. Maybe you remember the old saying, “sell-in-may-and-go-away” and are considering going flat for the summer. But instead of exiting altogether you may want to consider investing in the least risky strategy in order to keep some reasonal exposure to the market in case of continued upside. Ranking our table by 3-month volatility we see that the BUG has almost the same volatility as the aggregate bond (AGG) ETF, which is a defensive play. So instead of ‘going-to-cash’ one could allocate to the BUG strategy or the Universal Investment Strategy. For even better protection you would have to use our more sophisticated tools and see how you can create a multi-strategy portfolio combining more than 2 strategies as well as take advantage of possible non-correlated behaviors between them. If you think this makes perfect sense, then you should use our QuantTrader software. If this sounds too complicated, you should opt for an EPG/LI managed account.

We wish you a healthy and prosperous 2017.

Logical Invest, May 1, 2017

Logical Invest Performance May 2017

Logical Invest Performance May 2017

Strategy performance overview:

Visit our site for daily updated performance tables.


BRS – Bond Rotation Strategy
BUGST – A conservative Permanent Portfolio Strategy
BUGLEV – A leveraged Permanent Portfolio Strategy
GMRS – Global Market Rotation Strategy
GMRSE – Global Market Rotation Strategy Enhanced
GSRLV – Global Sector Rotation low volatility
NASDAQ100 – Nasdaq 100 strategy
WORLD-TOP4 – The Top 4 World Country Strategy
UIS – Universal Investment Strategy
UIS-SPXL-TMF – 3x leveraged Universal Investment Strategy
AGG – iShares Core Total US Bond (4-5yr)
SPY – SPDR S&P 500 Index
TLT – iShares Barclays Long-Term Trsry (15-18yr)

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