WBI BullBear Value 3000 ETF chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

6.58 %

Momentum strategy

5.24 %

Buy the dip strategy

0 %
Key statistics and financials
Three year average return 6.00%
YTD return 1.87%
Beta 3Y 0.53
Total Assets 48.95M
Annual report expense ratio 1.25%

Company description

The fund will seek to invest in the equity securities of small-capitalization, mid-capitalization, and large capitalization domestic and foreign companies that the sub-advisor to the fund and an affiliate of the advisor, believes display attractive prospects for growth in a company's intrinsic value, and in other tactical investment opportunities. It may invest up to 50% of its net assets in the securities of issuers in emerging markets.

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to WBI BullBear Value 3000 ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page

Investment strategy backtesting

These are the result of three automatic investment systems applied to WBI BullBear Value 3000 ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.

Systematic investment results on WBI BullBear Value 3000 ETF

Here is the result of two systematic investment strategies applied to WBI BullBear Value 3000 ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on WBI BullBear Value 3000 ETF

The following chart shows the equity curve of the two systematic investment strategies applied to WBI BullBear Value 3000 ETF:

WBI BullBear Value 3000 ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 6.58% on the backtest period.

Performance at glance

Performance

6.58 %

Latent gain

49.28 $

Invested capital

748.66 $

Annualized return

4.57 %
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Momentum strategy results on WBI BullBear Value 3000 ETF

This is the result of two momentum investment strategies applied to WBI BullBear Value 3000 ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on WBI BullBear Value 3000 ETF

The following chart shows all the entries opened by the momentum investment system on WBI BullBear Value 3000 ETF:

WBI BullBear Value 3000 ETF momentum entries
  • The first momentum investment strategy would give 5.24% of return on WBI BullBear Value 3000 ETF. That represents 79.42$ of latent gain with 1516.46$ of employed capital.
  • The second momentum investment strategy would give 8.91% of return on WBI BullBear Value 3000 ETF. That represents 67.8$ of latent gain with 760.83$ of employed capital.
Performance at glance (1Q Momentum)

Performance

5.24 %

Latent gain

79.42 $

Invested capital

1516.46 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

8.91 %

Latent gain

67.8 $

Invested capital

760.83 $

Annualized return

9.28 %

Momentum equity curve on WBI BullBear Value 3000 ETF

The following chart shows the equity curve of the two momentum strategies applied to WBI BullBear Value 3000 ETF:

WBI BullBear Value 3000 ETF momentum equity

Note: the dividends potentially given by WBI BullBear Value 3000 ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on WBI BullBear Value 3000 ETF

The following chart shows the employed capital evolution of the two momentum strategies on WBI BullBear Value 3000 ETF since the beginning:

WBI BullBear Value 3000 ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Buy the dip strategy result on WBI BullBear Value 3000 ETF

Buy the dip entry openings on WBI BullBear Value 3000 ETF

WBI BullBear Value 3000 ETF

The performance achieved by the robo-advisor on WBI BullBear Value 3000 ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows WBI BullBear Value 3000 ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of WBI BullBear Value 3000 ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to WBI BullBear Value 3000 ETF

The following chart shows the result of the investment strategy applied to WBI BullBear Value 3000 ETF:

WBI BullBear Value 3000 ETF

Note: the dividends potentially given by WBI BullBear Value 3000 ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on WBI BullBear Value 3000 ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on WBI BullBear Value 3000 ETF:

WBI BullBear Value 3000 ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Investment strategies comparison on WBI BullBear Value 3000 ETF

In this section, I will compare the three previous investment strategies applied to WBI BullBear Value 3000 ETF.

Equity curve comparison on WBI BullBear Value 3000 ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

WBI BullBear Value 3000 ETF investment strategy comparison

Employed capital comparison on WBI BullBear Value 3000 ETF

WBI BullBear Value 3000 ETF investment comparison

Performance comparison on WBI BullBear Value 3000 ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 6.58% 49.28$ 748.66$ 4.57%
Momentum 1 quarter 5.24% 79.42$ 1516.46$ 4.37%
Momentum 2 quarters 8.91% 67.8$ 760.83$ 9.28%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

4.57 %

Momentum 1Q

9.28 %

Momentum 2Q

9.28 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with WBI BullBear Value 3000 ETF:

Positive correlations

Most correlated stocks this year

  • WBI BULLBEAR VALUE 3000 ETF

    • Most correlated stocks last 3 months

  • Western Copper & Gold Corp
  • WBI BULLBEAR VALUE 3000 ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months


    Note: The algorithm computes the probability of correlation between WBI BullBear Value 3000 ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of WBI BullBear Value 3000 ETF does not vary for 36 weeks, the correlation calculation result will be wrong.

    Company information
    Company name WBI BullBear Value 3000 ETF
    Country
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    Address
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    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker WBIF
    Market

    WBI BullBear Value 3000 ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown

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