1 Million CHF to invest any suggestions?

[Helix]

@mbaluda

Examples @Helix ?

A somewhat disorderly source of information is our managed futures thread:

Managed Futures

Ok, I yield. Data I took the monthly index data of KFA MLM (index replicated by KMLM) from their website. I subtracted their TER of 0.92% spread evenly over the year. They actually replicate this index for customers since 1993. The index is rules based (and the rules don’t look overly complicated). Both reduce the influence of retroactively choosing a strategy that fits the past best. The S&P 500 Total return data I got from Yahoo. I made some assumptions for expenses. The 1x has a TER of 0.1…

Specific products from that thread:

• iMGP DBi Managed Futures Fund R USD: UCITS fund version of DBMF ETF. Replicating SG CTA Index (20 biggest CTA funds).
• RSST ETF: Leveraged ETF in 1x S&P 500 and 1x replication of SG Trend Index (10 biggest trend funds).

There are other products that could make sense, but probably not as standalone position, since their approaches are tied to a specific strategy or management team.