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FEZ ( Eurostox 50 ETF ) with 10 mo SMA cross
http://tinyurl.com/zdmw4ht
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German Bund with 10 mo SMA cross
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BUNL = ETN product exposure to Long Bond
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Buy 100% allocation FEZ when price > 10 SMA
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Buy 75% allocation German Bund when inverse yield > 10 SMA
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otherwise cash
75.0%
bund allocation
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FEZ longrundataCum
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10000
Buy & Hold
10000
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FEZ11/30/20051/31/200847.9%$14,790FEZ 11/30/200508/01/1619.60%$11,960
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bnd1/31/200806/31/08-8.2%$13,583
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cash06/31/089/29/20080%
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bnd9/29/20085/29/20097.5%$14,596
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FEZ5/29/20091/29/20109.8%$16,027
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bnd1/29/20103/31/20103.5%$16,591
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cash3/31/20109/30/20100.5%$16,674
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bnd9/30/201012/31/201013.0%$18,833
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FEZ12/31/20107/29/20111.0%$19,022
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BUNL ETNbnd7/29/20118/31/20128.7%$20,676
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FEZ8/31/20126/28/201314.8%$23,737
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BUNL ETNbnd6/28/20137/31/20130.0%$23,737
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FEZ7/31/20137/31/201413.7%$26,989
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BUNL ETNbnd7/31/20144/30/20154.6%$28,230
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FEZ4/30/201506/30/15-3.9%$27,129
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BUNL ETNbnd11/30/201509/30/165%$28,485
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FEZ12/31/2016 open26.00%$35,89210/15/2017
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9.12%CAGR
2006 - 2016
1.64%2006 - 2016
Buy & Hold FEZ
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6.96%
2011 - 2016
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4%
avg BND signal
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18.7%
avg FEZ signal
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