I use a technical-analysis-based system to maintain a portfolio of Canadian mutual funds. Each weekend, new data are assimilated and system criteria are applied, to determine if any portfolio changes are required (any required changes are made on the first business day following the weekend).
The portfolio may hold up to five funds at any given time; the average holding period for a fund is three months; all funds are purchased on a 0% front-end load basis. The portfolio's compound annual return from August 12, 1996 to September 10, 2004 is 16.5% (click here for calendar year returns).
UPDATE (weekend of December 11, 2004):
No changes will be made on December 13.
Therefore, the portfolio will remain as follows:
CI Global Energy (60%)
CI Global Science & Technology (20%)
Signature Canadian Resource (20%)
