# VAA 전략 : 공격 자산, 수비 자산
# : 공격 자산 중 최근 가장 잘 나가는 자산 1개를 보유
# : 하지만 4개의 공격 자산 중 1개라도 - 라면 수비형으로 전환
# SPY : (미국주식) Vanguard Developed Markets Index Fund;ETF
# VEA : (선진국주식) Vanguard Developed Markets Index Fund;ETF
# VMO : (개발도상국 주식) Invesco Municipal Opportunity Trust
# AGG : (미국 잡채권) iShares Core US Aggregate Bond ETF
# SHY : (미국 단기채) iShares 1-3 Year Treasury Bond ETF
# IEF : (미국 중기채) iShares 7-10 Year Treasury Bond ETF
# LQD : (미국 회사채) iShares iBoxx $ Inv Grade Corporate Bond ETF

+----+-----------+--------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------+ | | Symbols | Now | 1M | 2M | 3M | 4M | 5M | 6M | 7M | 8M | 9M | 10M | 11M | 1-12M | 1-6M | 1-3M | 1st_M | ALL_Point | |----+-----------+--------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------| | 0 | SPY | 411.34 | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.36 | 0 | 0 | 0 | 0.36 | | 1 | VEA | 43.89 | 1 | 1 | 1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0.45 | 0.33 | 0 | 0 | 0.79 | | 2 | VMO | 10.36 | 1 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0.36 | 0.33 | 0 | 0 | 0.7 | | 3 | AGG | 101.57 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | 0 | 0 | 0 | 0.18 | | 4 | SHY.O | 82.88 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | 0 | 0 | 0 | 0.18 | | 5 | IEF.O | 101.09 | 1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0.27 | 0.33 | 0 | 0 | 0.61 | | 6 | LQD | 110.81 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | 0 | 0 | 0 | 0.27 | +----+-----------+--------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------+

# DAA 전략 : VWO & BND가 - 라면 수비형으로 전환 # 7 ~ 8
# VWO : (개발도상국 주식) Vanguard Emerging Markets Stock Index Fund;ETF
# BND : (미국 잡채권) Vanguard Total Bond Market Index Fund;ETF
+----+-----------+-------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------+ | | Symbols | Now | 1M | 2M | 3M | 4M | 5M | 6M | 7M | 8M | 9M | 10M | 11M | 1-12M | 1-6M | 1-3M | 1st_M | ALL_Point | |----+-----------+-------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------| | 7 | VWO | 41.93 | 1 | 0 | 1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0.36 | 0.33 | 0 | 0 | 0.7 | | 8 | BND.O | 75.25 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | 0 | 0 | 0 | 0.18 | +----+-----------+-------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------+

# Accelerating Dual Momentum : Dual Momentum 업그레이드 전략
# 9 ~ 11
# VOO : Vanguard 500 Index Fund;ETF (VFINX 대신)
# VXUS : Vanguard Total International Stock Index Fund (VINEX 대신)
# VGLS : Vanguard Long-Term Treasury Index Fund (VUSTX 대신)

+----+-----------+--------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------+ | | Symbols | Now | 1M | 2M | 3M | 4M | 5M | 6M | 7M | 8M | 9M | 10M | 11M | 1-12M | 1-6M | 1-3M | 1st_M | ALL_Point | |----+-----------+--------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------| | 9 | VOO | 378.1 | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.36 | 0 | 0 | 0 | 0.36 | | 10 | VXUS.O | 54.59 | 1 | 0 | 1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0.36 | 0.33 | 0 | 0 | 0.7 | | 11 | VGLT.O | 69.54 | 1 | 1 | 1 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0.45 | 0.33 | 0 | 0 | 0.79 | +----+-----------+--------+------+------+------+------+------+------+------+------+------+-------+-------+---------+--------+--------+---------+-------------+


+----+-----------+-----------+------+------+------+------+------+------+------+------+------+-------+-------+-------+---------+---------+---------+ | | Symbols | Now | 1M | 2M | 3M | 4M | 5M | 6M | 7M | 8M | 9M | 10M | 11M | SUM | MIN_F | AVG_F | MAX_F | |----+-----------+-----------+------+------+------+------+------+------+------+------+------+-------+-------+-------+---------+---------+---------| | 0 | DOW | 32899.4 | 1 | 1 | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 4 | -12.93 | 0.04 | 11.37 | | 1 | NASDAQ | 12144.7 | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 4 | -12.32 | 0.07 | 9.35 | | 2 | SP500 | 4123.34 | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 4 | -11.98 | 0.06 | 9.38 | | 3 | US10YT | 3.124 | 1 | 0 | 1 | 1 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 9 | -29.56 | 0.14 | 51 | | 4 | US3MT | 0.848 | 1 | 0 | 0 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 8 | -264.28 | -0.08 | 253.33 | +----+-----------+-----------+------+------+------+------+------+------+------+------+------+-------+-------+-------+---------+---------+---------+