OP Signal’s ALL ASSET ETF MODEL
Investment Approach
OP Signal’s All Asset ETF strategy implements a systematic, rules-based approach to multi-asset allocation. The strategy seeks to identify ETFs demonstrating favorable momentum while considering correlations with key market factors to enhance diversification and manage portfolio risk.
By dynamically selecting a focused set of ETFs across asset classes, the portfolio aims to capture upside potential during favorable market conditions and maintain resilience during periods of market stress.
The process blends quantitative rigor with tactical discipline, ensuring consistent and objective evaluation of each asset while adapting to evolving market trends.
Construction Methodology
Portfolios are constructed through a systematic multi-step process:
- Momentum Screening – evaluate ETFs based on recent price trends to identify those with strong upward performance.
- Correlation Assessment – incorporate relationships with key market factors to enhance diversification and risk management.
- Portfolio Selection – combine momentum and correlation insights to select a high-conviction set of ETFs for allocation.
Rebalancing – the portfolio is reviewed and rebalanced monthly to ensure alignment with prevailing market trends and risk considerations.