Home Strategies Risk Links Impressum
Please choose the index you want to invest in ('Selected Index') - and the OECD-CLI country code based upon investment signals are derived:

Selected Index: Selected OECD-CLI country code:

Investment strategy performance based Index and OECD-CLI country code selected above:



Stragegy performance summary:
StrategySharpe (annualized)
Long only:
Updating...
Long/Short
Updating...
Short only:
Updating...

Explanation
OECD-CLI Data: Visualisation of the OECD-CLI data of the CLI country code chosen versus time - as well as the derivative of the OECD-CLI versus time. The investment signal is derived from the derivative.
Long/Short indicators: Long/Short indicator based on the OECD-CLI derivative. Please notice - the long-only strategy switches to a cash position in case the long/short indicator is at -1. Similarly - the short-only performance switches to a cash position when the Long/Short indicator is at +1.
Investment strategy performance: Investment performance on the basis of the Long/Short indicator. Please notice that the assumption is that there is no trading slippage / trading costs.