Australian (ASX) Stock Market Forum

XAO re-balance list?

Trembling Hand

Can be found on the bid
Joined
10 June 2007
Posts
8,852
Reactions
204
Hi fellow tea leaf readers,

Has anyone got or know where I can find the ALL Ords re balancing list?
 
Not an easy thing to find. The S&P site used to show these for a number of years but they don't seem so generous anymore.
I did run a system after a lot of backtesting (manually :eek: ) which went something along the lines of;

When an equity gets added to the ASX 300 buy on the announcement day then sell as late in the day as possible on the day before it gets added to the new list. It had to be in an uptrend or sideways. All the nominations were bought (asx300 only) .
The system worked well for a number of years, but broke down in gfc. Your post just reminded me of it.
What I liked most about it was I only traded (i really don't like trading ) a max of four times a year and the return was something in the region of 20% pa return on invested capital.
 
Top