PTLC

dritu_

Please. Check out the Pacer Trendpilot funds then if you want a 5-day price action confirmation. PTLC has been around since 2015 and performed as you'd expect. 

FranklinUriahFrisbee

This might be close. **Pacer Trendpilot 100 ETF (PTNQ)**: Similar to PTLC, but focuses on the NASDAQ-100 Index.

Onlyuserslosedrugs94

Look up PTLC— an S&P 500 fund based exactly on this. I understand this doesn’t really help you at all lol and are looking to backtest sectors. Just wanted to let you know this exists on indexes. Good luck!

kiwimancy

ETFs hold assets and they closely track the price of those assets because they are open end funds which can be readily exchanged for the assets they hold. In order to track something, the ETF needs to be able to hold it or a derivative that reliably tracks it. Gold is readily owned by funds, for example held in a large vault or with gold futures contracts (in turn secured by gold in vaults). Other commodities can be more difficult since they are more difficult and expensive to store. So for example oil ETFs hold various crude oil futures. These are deliverable with actual crude, so they track oil prices, but they are not as easily arbitraged due to storage costs, so there can be contango or backwardation, which affects the returns of an oil ETF compared to the spot price of oil. Some other commodities are less traded and not linked to any futures contracts, and some that are are not held specifically by any ETFs. You can try. For example PTLC is a fund that holds the market when the market has recently been up and goes to cash when it's been down. But that doesn't necessarily result in higher returns. The market might fall after rising recently and rise after falling recently. There are other strategies you could try, some of which are used by existing ETFs, some of which you would need to implement yourself.

kiwimancy

Treasuries (VGIT/VGLT) and broad market bonds (AGG) are still good. The ten year is at 1.29%, thirty year is 1.90%, and agg is 1.38%. On one hand those numbers are low compared to past decades. On the other hand, they can still improve a portfolio at that yield through diversification as long as yields don't start consistently rising, and our yields are higher than in most other highly developed countries. You can also buy some I-bonds, limited to 10k per year per person. They are tied to inflation like TIPS but they also have a real yield component that isn't negative (0% vs -1.03 for 10yr TIPS). You can dip down in credit a bit with multisector bond funds for higher yield, though that additional return will be fairly correlated with stocks. If you're looking to branch out from there, there's TIPS (SCHP), gold, managed commodity futures (usually have quite high fees though), market neutral strategies like bet against beta (BTAL) or dynamic equity momentum (PTLC) (several of these funds have closed like DYLS, you can also implement it yourself with stop losses or monitoring a momentum indicator like 200 day moving average vs 50 day). These alts variously have low/unreliable returns, unreliable correlation to equities, high vol, and/or high fees, so I wouldn't just allocate to them in your portfolio without examination. Lastly there's direct hedges like buying protective puts or equivalently replacing your stocks with an equivalent notional amount of long calls (TAIL and SWAN do this in fund form). Direct hedging tends to be expensive long term because

kiwimancy

Dynamic trend following funds do exist. Some examples are PTLC, PWS, FTLS, GMOM, HTUS. I've seen a few close down like DYLS and BEMO. There's also managed futures funds which can be similar but usually they trade many assets and don't go as heavy into stocks as the above funds, plus they are difficult to structure as '40 act funds. They can be a good idea. Backtests of trend strategies show improved risk adjusted performance, because they can avoid some of the large crashes and profit from extended bull markets. However, they can get whipsawed in the more common small/medium market drops, selling after it's fallen and having to buy back after it recovers. I think one of the reasons DYLS closed was that it got whipsawed pretty hard last year in march. I would not rely solely on a dynamic fund which can go to full equity exposure like the ones above to moderate your risk. But I think they are viable to include for strategy diversification alongside traditional stock and bond diversification.