Portfolio Selection

Portfolio Construction: Return based Strategy

Selection Summary

Step 1: MRmean

74

Top 50% Selected

threshold: 0.1285

Step 2: RSmean

37

Top 50% Selected

threshold: 0.9602

Step 3: Corr

9

Bottom 25% Selected

threshold: 0.1728

Final Portfolio

9

Final Selected Holdings

Portfolio Visualization

Criteria: RSmean (x-axis) | MRmean (y-axis)

Reference lines: Horizontal MRmean threshold, Vertical RSmean threshold

Investment Filter

Momentum Strategy Condition Verification and Investment Allocation

Selected Stocks

9

Step 3 Result

Actual Investment

9

Stocks Meeting Conditions

SHV (Cash)

0.0%

Unqualified Allocation

Investment Criteria

  • MRmean > 0
  • MACDhist > 0
  • If conditions not met → Invest in cash equivalent (SHV)

Filter Application Results

Ticker Name MRmean RSmean Corr MACDhist Allocation Invest_Target Reason
PALL abrdn Physical Palladium Shares ETF 0.452 0.986 -0.025 8.300 11.1% PALL None
EPOL iShares MSCI Poland ETF 0.250 0.979 0.029 3.116 11.1% EPOL None
REMX VanEck Rare Earth and Strategic Metals ETF 0.673 0.966 0.056 11.118 11.1% REMX None
EWP iShares MSCI Spain ETF 0.246 0.989 0.103 3.627 11.1% EWP None
GDX VanEck Gold Miners ETF 0.854 0.969 0.119 10.254 11.1% GDX None
GLD SPDR Gold Trust 0.423 0.980 0.128 5.254 11.1% GLD None
EWO iShares MSCI Austria ETF 0.255 0.976 0.135 3.918 11.1% EWO None
GDXJ VanEck Junior Gold Miners ETF 1.000 0.973 0.154 11.552 11.1% GDXJ None
SLV iShares Silver Trust 1.034 0.982 0.173 12.996 11.1% SLV None

Final Investment Allocation

Ticker Allocation
PALL 11.1%
EPOL 11.1%
REMX 11.1%
EWP 11.1%
GDX 11.1%
GLD 11.1%
EWO 11.1%
GDXJ 11.1%
SLV 11.1%

Portfolio Holdings

Detailed information on 9 finally selected holdings.

Ticker Name Price SL12 MRmean RS12 RSmean RS1 RS3 RS6 Corr MR1 MR3 MR6 MR12
PALL abrdn Physical Palladium Shares ETF 162.390 0.057 0.452 0.950 0.986 1.000 0.981 0.955 -0.025 0.055 0.226 0.605 0.922
EPOL iShares MSCI Poland ETF 38.130 0.032 0.250 0.931 0.979 1.000 0.941 0.962 0.029 0.014 0.157 0.243 0.586
REMX VanEck Rare Earth and Strategic Metals ETF 99.860 0.087 0.673 0.918 0.966 1.000 0.900 0.919 0.056 0.166 0.359 0.612 1.554
EWP iShares MSCI Spain ETF 57.240 0.039 0.246 0.985 0.989 1.000 0.950 0.977 0.103 0.017 0.123 0.216 0.627
GDX VanEck Gold Miners ETF 115.840 0.082 0.854 0.958 0.969 1.000 0.893 0.909 0.119 0.230 0.402 0.847 1.938
GLD SPDR Gold Trust 483.750 0.045 0.423 0.930 0.980 1.000 0.945 0.963 0.128 0.087 0.247 0.521 0.837
EWO iShares MSCI Austria ETF 37.890 0.039 0.255 0.966 0.976 1.000 0.912 0.935 0.135 0.009 0.148 0.230 0.632
GDXJ VanEck Junior Gold Miners ETF 156.190 0.090 1.000 0.957 0.973 1.000 0.907 0.922 0.154 0.259 0.462 0.996 2.284
SLV iShares Silver Trust 84.990 0.091 1.034 0.897 0.982 1.000 0.978 0.980 0.173 0.127 0.660 1.348 2.002