Blog Archives

iM-Best9(Russell 1000) – Large-Cap Portfolio Management System

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.

Tagged with: ,
Posted in blogs, featured
With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer