GEM - a simple strategy for the stock and bond markets

Additional materials: The application used in the video is available at: https://systemtrader.pl/ST A very detailed description of the GEM strategy: https://systemtrader.pl/prosta-dlugot... Using the GEM strategy with ETFs: https://systemtrader.pl/inwestowanie-... An interview I conducted with the strategy's author, Gary Antonacci: https://systemtrader.pl/st-029-gary-a... GEM (Global Equities Momentum) is a long-term investment strategy for the global stock and bond market, based on the so-called Momentum, a well-known market anomaly, has been successfully used by professional investors for years and is now widely recognized by the academic community. The strategy does not require constant monitoring of financial markets. Any portfolio changes are made monthly and are the result of applying a few simple and straightforward rules, requiring no specialized tools or skills. The strategy involves holding US or rest of the world stocks in the form of an index (using, for example, ETFs) in the portfolio when the market is strong, or bonds as a safe haven for capital when the stock market is weak. This significantly reduces investment risk in the form of capital drawdowns during bear market periods. Due to the small number of transactions (average 1-2 per year), the strategy scales very well and is characterized by low transaction costs.