iShares Core S&P 500 ETF

All ETFs listed on the major US exchanges (NYSE Arca, NASDAQ, BATS) and eligible for fractional investing are included in the universe

<ul><li>At Windmill Capital, our team cultivates investment philosophies rooted in cutting-edge academic research and insightful white papers. These resources lay the groundwork for a comprehensive understanding of market dynamics, risk management, and optimal return strategies. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated</li><li>To further refine our models, we harness advanced mathematical, statistical, and analytical methods. These may include optimization algorithms that balance risk and return, as well as statistical analyses to uncover factor regimes and correlations. Such techniques enhance our stock selection process and portfolio weighting decisions, ensuring precision and effectiveness</li><li>This smallcase predominantly selects ETFs across global equity markets using a rules-based momentum strategy. Instead of trying to predict which country will lead next, it identifies and selects the markets showing the strongest recent price performance relative to global peers and rotates out as that strength fades thereby adapting to shifting global conditions</li></ul>

All ETFs qualifying the above mentioned research criteria are selected

The selected ETFs are assigned equal weights at launch and during each rebalance. This helps maintain diversified exposure across chosen countries, while reducing concentration risk in any country

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month

Global Country Rotation Quant

Compare with 501st-900th market cap stocks

Compare with 901st-1500th market cap stocks

A dynamic strategy to rotate capital systematically into world's strongest-performing equity markets

Global Country Rotation Quant

Overview

ETFs & Weights