Introducing Nostromo 

Nostromo is an investment strategy that focuses on ETF selection.

Using Enterprise as a starting point, Nostromo takes the asset allocation theme one step further, by selecting exactly which Sector ETF or Factor ETF offers the best risk-reward prospect. Each of the 4 asset classes covered by Enterprise is broken down further into differing styles - this means that the investible universe is much broader in Nostromo (37 ETFs vs just 4 in Enterprise). Consequently, trading happens more often, and the resulting equity curve is much smoother. Overall, the strategy carries a bit more risk, with historical volatility higher by 1 percentage point.

Like Enterprise, this strategy is rebalanced weekly, on Monday’s close.

Nostromo can be benchmarked either to SPY or to a 60/40 stocks + bonds portfolio.