Investment Overview
Strategy Description
Our research on market behavior indicates that naturally-occurring periods of collective optimism and pessimism among investors produce cycles of resilience in major markets. These cycles create opportunities to enhance return and reduce risk. The model portfolio includes: DJIA (levered x3), US 10y Treasury (x3), S&P Cons Staples, S&P Utilities, and US 1-3y Treasury investments. Our beta rotation algorithms favor the resilient investments and use the status of current resilience cycles to make more reliable bets on price trend, return reversal, and seasonality metrics. <> The investments are liquid and easily traded in stressed market environments. We provide target weights each week, although the target weights change less frequently.
