Market Status Backup

One way to minimise capital losses is to define the trend of the broader market, whether it is in an uptrend or a downtrend and then apply appropriate position management strategies during those times. This strategy is known as an Index Filter.

The addition of an Index Filter significantly reduces the strategy’s maximum drawdown, thus increasing the risk adjusted return.

SET Investments applies an Index Filter to the markets with the recent positions shown below.

ASX*

In the Market on 22 Jan 2015 @ 5391

Out in Cash on 30 Apr 2015 @ 5774

In the Market on 15 Jul 2015 @ 5610

Out in Cash on 7 Aug 2015 @ 5472

In the Market on 19 Oct 2015 @ 5304

Out in Cash on 9 Nov 2015 @ 5180

In the Market on 19 Nov 2015 @ 5293

Out in Cash on 4 Dec 2015 @ 5201

In the Market on 15 Apr 2016 @ 5224

Out in Cash on 14 Jun 2016 @ 5283

NASDAQ*

In the Market on 21 Oct 2014 @ 4419

Out in Cash on 12 Dec 2014 @ 4653

In the Market on 18 Dec 2014 @ 4748

Out in Cash on 8 Jul 2015 @ 4910

In the Market on 13 Jul 2015 @ 5072

Out in Cash on 19 Aug 2015 @ 5019

In the Market on 19 Oct 2015 @ 4905

Out in Cash on 18 Dec 2015 @ 4921

 

* End of Day (EOD) signals