StockFetcher Forums · Stock Picks and Trading · WIZ holdings<< 1 2 3 4 >>Post Follow-up
graftonian
1,089 posts
msg #153365
Ignore graftonian
8/2/2020 2:48:33 PM

WiZ top holdings as of 8/3
https://merlynetfs.com/wiz/#holdings
IBUY, SCHG, VGT, MGK, IWY, QQQ, SCHR, VGIT
Last month
:XSD,PSI,SCHG,QQQ,MGK,IWY,SCHR,VGIT

Maybe someone will devise a way to monitor their portfolio changes


Cheese
1,374 posts
msg #153374
Ignore Cheese
modified
8/2/2020 9:33:47 PM

graf

A comprehensive solution to your quest may require a database or Excel.

For myself, I use the following tool by Kevin_in_GA.
So far, WIZ has consisitenly been in the top 3 spots.

Fetcher[
/*
https://www.stockfetcher.com/forums/Filter-Exchange/PORTFOLIO-SELECTION-AND-MANAGEMENT-USING-RISK-REWARD-RATIOS/91296
PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA modified 4/16/2010 4:06:30 PM
*/





symlist(SPY,QQQ,IWM,DIA,EEM, WIZ )



SET{21DAYSAGO, CLOSE 21 DAYS AGO}
SET{21DAYRETURN, CLOSE - 21DAYSAGO}
SET{21DAYPERCENTRETURN, 21DAYRETURN / 21DAYSAGO}

SET{RISKFREERETURN, 0.000825}
SET{PERFORMANCE, 21DAYPERCENTRETURN - RISKFREERETURN}

SET{SPY, IND(SPY,CLOSE)}
SET{SPYMA21, CMA(SPY,21)}
SET{SPYSTD, CSTDDEV(SPY,21)}
SET{SPYVOL, SPYSTD / SPYMA21}

SET{ETFSTD, CSTDDEV(CLOSE,21)}
SET{ETFVOL, ETFSTD / MA(21)}

SET{BETA21, ETFVOL / SPYVOL}

/*SHARPE RATIO*/

SET{SHARPE, PERFORMANCE / ETFVOL}

/*TREYNOR RATIO*/

SET{TREYNOR1, PERFORMANCE / BETA21}
SET{TREYNOR, TREYNOR1 * 100}

/*JENSEN'S ALPHA*/

SET{SPY21DAYSAGO, SPY 21 DAYS AGO}
SET{SPY21DAYRETURN, SPY - SPY21DAYSAGO}
SET{SPYRETURN, SPY21DAYRETURN / SPY21DAYSAGO}

SET{SPYPERFORMANCE, SPYRETURN - RISKFREERETURN}
SET{RISKADJUST, BETA21 * SPYPERFORMANCE}
SET{JENSEN1, PERFORMANCE - RISKADJUST}
SET{JENSEN, JENSEN1 * 100}



DRAW SHARPE LINE AT 0
DRAW TREYNOR ON PLOT SHARPE
DRAW JENSEN ON PLOT SHARPE
DRAW MA(21)

ADD COLUMN SHARPE {SHARPE RATIO}
ADD COLUMN TREYNOR {TREYNOR RATIO}
ADD COLUMN JENSEN {JENSEN'S ALPHA}
ADD COLUMN BETA21 {BETA}
SORT ON COLUMN 7 DESCENDING

CHART-TIME IS 63 DAYS
]



Cheese
1,374 posts
msg #153375
Ignore Cheese
8/2/2020 9:52:28 PM

I can also see how well the individual WIZ componentgs are doing
Fetcher[

/*
https://www.stockfetcher.com/forums/Filter-Exchange/PORTFOLIO-SELECTION-AND-MANAGEMENT-USING-RISK-REWARD-RATIOS/91296
PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA modified 4/16/2010 4:06:30 PM
*/




/* symlist(SPY,QQQ,IWM,DIA,EEM,XSD,PSI,SCHG,QQQ,MGK,IWY,SCHR,VGIT ) */ /* July 2020 ? */
symlist(SPY,QQQ,IWM,DIA,EEM,,IBUY, SCHG, VGT, MGK, IWY, QQQ, SCHR, VGIT ) /* Aug 2020 ? */




SET{21DAYSAGO, CLOSE 21 DAYS AGO}
SET{21DAYRETURN, CLOSE - 21DAYSAGO}
SET{21DAYPERCENTRETURN, 21DAYRETURN / 21DAYSAGO}

SET{RISKFREERETURN, 0.000825}
SET{PERFORMANCE, 21DAYPERCENTRETURN - RISKFREERETURN}

SET{SPY, IND(SPY,CLOSE)}
SET{SPYMA21, CMA(SPY,21)}
SET{SPYSTD, CSTDDEV(SPY,21)}
SET{SPYVOL, SPYSTD / SPYMA21}

SET{ETFSTD, CSTDDEV(CLOSE,21)}
SET{ETFVOL, ETFSTD / MA(21)}

SET{BETA21, ETFVOL / SPYVOL}

/*SHARPE RATIO*/

SET{SHARPE, PERFORMANCE / ETFVOL}

/*TREYNOR RATIO*/

SET{TREYNOR1, PERFORMANCE / BETA21}
SET{TREYNOR, TREYNOR1 * 100}

/*JENSEN'S ALPHA*/

SET{SPY21DAYSAGO, SPY 21 DAYS AGO}
SET{SPY21DAYRETURN, SPY - SPY21DAYSAGO}
SET{SPYRETURN, SPY21DAYRETURN / SPY21DAYSAGO}

SET{SPYPERFORMANCE, SPYRETURN - RISKFREERETURN}
SET{RISKADJUST, BETA21 * SPYPERFORMANCE}
SET{JENSEN1, PERFORMANCE - RISKADJUST}
SET{JENSEN, JENSEN1 * 100}



DRAW SHARPE LINE AT 0
DRAW TREYNOR ON PLOT SHARPE
DRAW JENSEN ON PLOT SHARPE
DRAW MA(21)

ADD COLUMN SHARPE {SHARPE RATIO}
ADD COLUMN TREYNOR {TREYNOR RATIO}
ADD COLUMN JENSEN {JENSEN'S ALPHA}
ADD COLUMN BETA21 {BETA}
SORT ON COLUMN 7 DESCENDING

CHART-TIME IS 63 DAYS
]







graftonian
1,089 posts
msg #153376
Ignore graftonian
8/3/2020 9:05:02 AM

Cheese, Thanks for the suggestion. I consider Kevin as my supreme mentor on this site.

Cheese
1,374 posts
msg #153378
Ignore Cheese
8/3/2020 11:27:57 AM

graf
WIZ volume is VERY LOW, so I only look at WIZ for guidance. I don't own any WIZ shares.
Is that what you do, too?
Thanks.

graftonian
1,089 posts
msg #153397
Ignore graftonian
8/4/2020 8:28:35 AM

Cheese, I have 80 shares of WIZ. I have been buying a few shares on the dips, average price is $29.23

davesaint86
725 posts
msg #153401
Ignore davesaint86
8/4/2020 10:55:30 AM

Nice Graf!

sandjco
648 posts
msg #153403
Ignore sandjco
8/4/2020 11:38:58 AM

gentlemen...

What is the attraction to WIZ (Mer Bull Bear fighter ETF)? At first glance, it didn't seem to avoid the COVID crash in Feb/Mar...

Honest and curious mind wondering as I have huge respect to you guys (or gals) who seem to have an interest in the ticker.

Thanks in advance!


Cheese
1,374 posts
msg #153405
Ignore Cheese
8/4/2020 12:14:34 PM

My answer is simple. I paid attention to WIZ because of davesaint86 and graftonian.
I have folders full of material from dave and duane.

As fas as I know, dave has been a pretty consistent winner and full of great ideas.

graftonian is very smart and innovative, but way way too humble.

Thank you, dave and duane for generously sharing your knowledge.

Happy trading to all.

davesaint86
725 posts
msg #153406
Ignore davesaint86
8/4/2020 12:18:06 PM

Sandjco - you are correct, WIZ did not avoid the downfall. With this said as of August 1st, Merlyn has implemented SwanGuard. One can technically buy and hold WIZ forever if one chooses to do so. In a bull market, WIZ allocates 80% to the strongest Equity ETFs and 20% to the strongest 2 bonds funds out of their universe of 500 ETFs. based on their selection algorithms. During a bear market, WIZ will reallocate to safe-haven ETFs like TLT, GLD, HYQ, LQD, IEF. Merlyn is claiming WIZ would have gain 38.6% in 2008. I think WIZ is a great option, especially if you want to buy and hold for the long run to lower your long term capital gain taxes. So in essence all of the work is done for you. There are some current cons right now like low volume. WIZ went live on November 1st.

ANNOUNCING: SwanGuard Vaccination is Here!

All Strategies with StormGuard-Armor enabled will now additionally be protected in the future from sharp, nasty, Black Swan events (like the COVID-19 crash) by our new SwanGuard algorithm.

https://maiindexes.com/bull-rider-bear-fighter

StockFetcher Forums · Stock Picks and Trading · WIZ holdings<< 1 2 3 4 >>Post Follow-up

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