For the month of January, the portfolio contained :
ABH ALN AQA ASY ATL AVI BUX CBH DCD FEG HZY JHJ JMC JMP KDS KGL KVL LCW LDZ LVS MNW NNI NSC NTI NTR OLE ONE OOA OVL PFZ PLF PYC RDD RVL SCN SCQ STP STV SYE SYO SZR TGA TMB TRU UEI VRT YZF ZXW
For the month of February, the portfolio contains :
ABH ALN AQA BDR CBH CBY CLA DCD DLI FEG FGC GTD IOS JMC KDS KGL KVL LDZ LOM LVS LZL MNW MYQ NNI NSC NTI NTR NVL OLE ONE PLF PTT PUL PUZ PYC QUA RDD SCN SCQ STV SYO THA VRT WFJ XSD YZF ZXW
I changed the filters to try to limit the monthly turnover
Here are the changes :
Return Last 2 Years: 5 - Max.
Return Last Year: -15 - Max.
Days in Darwinex Current: 360 - Max.
So far, I was replacing 25-50% of the darwins each month, which is way too much since my goal is to have a passive portfolio.
Have a nice day.