The Zen Factor Rotation Strategy is designed to take advantage of changing economic and market conditions. Using ETFs that track each of the 9 primary market factors, the strategy ranks each factor according to its attractiveness over the following 3-6 months. Investors are encouraged to buy the top 3 factor ETFs each month, and sell those that have fallen below the top 3 rank.
The Performance History
The performance of the Zen Factor Rotation Strategy is impressive. On average, it has produced Alpha of 8.4% per year over the last 21 years. It does this by continuously monitoring the relative performance of the 9 factors and selecting those that stand to benefit from constantly changing market conditions.