The Dynamic ETF Allocation strategy uses the CAPE-MA35 ratio to identify market phases and adjust allocations among QQQ, GLD, XLU, and XLE. Backtesting from 1999 to 2025 shows the model outperforms ...
The article introduces a dynamic ETF allocation model using the CAPE-MA35 ratio—the Shiller CAPE divided by its 35-year moving average—to identify market phases and adjust portfolio exposure. The ...
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