Gyroscopic Investing

A new index called the Nasdaq IBIS Focused Growth Index has the potential to be post-modern half-PP.  It uses relative strength to choose among equity ETF's focused on large cap, small cap, developed or emerging.  The kicker is when the equity markets get gnarly, it transfers into government bonds, with the duration determined by current interest rates.  The backtest performance from 2003 is fantastic, around 25% CAR and -21% MaxDD.  In comparison, a 50/50 stock/bond half-PP only returned 7.81% CAR and -22.37% MaxDD.  Replacing the the 25/25 stock/bond with this index in the full PP generates around 15% CAR and -14% MaxDD.  Definitely worth keeping an eye on for when it becomes investable.

[img width=825 height=825]http://i58.tinypic.com/ng2eqc.png[/img]

[img width=825 height=825]http://i62.tinypic.com/osc38n.png[/img]

Is there a place to find the assets and rules?

Kbg wrote: Is there a place to find the assets and rules?

This is all I got: https://indexes.nasdaqomx.com/Index/Overview/NQIBIST