This model invests in highly liquid large-cap stocks selected from those making up the Russell 1000 Index which represents the large-cap segment of the U.S. equity universe. When adverse stock market conditions exist the model reduces the size of the stock holdings by 50% and buys the -1x leveraged ProShares Short S&P500 ETF (SH). It produced a simulated survivorship bias free average annual return of about 53% from Jan-2000 to end of Nov-2013.