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ETF-BOND Table
The table below has the rankings, returns and timing signals for the various ETFs in the ETF-BOND family.
Most of the table headings are self explanatory. However some need further explanation.
rSCR* is risk-adjusted rank. It is similar to Sharpe ratio however it only considers the down-side risk. No one hates standard deviation to the upside :-).
STOMAK*, CONS* and BOX* are timing signals based on different criterion.
BOX* is the fickle one of the three, if you want to make a quick profit. STOMAK* and CONS* are trend following systems. I tend to look for confirmation between them. Also divergence between the two, signals a change in the primary trend.
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