* Trade should be executed as close to market close as possible to achieve desired performance results. All performance shown on this page uses algorithmic trade data based on market close trade execution.
CALENDARÂ EFFECTSÂ | TRAILINGÂ ONE-YEAR MARKETÂ TRADES
MAXIMUM EQUITY ALLOCATION
MINIMUM EQUITY ALLOCATION
Typically 11 roundtrip trades per year.
None.
All trades are scheduled in advance.
100% to US Equities when the model is in the market. This is approximately 28% of the market year.
100% to Cash when the model is out of the market. This is approximately 72% of the market year.
This is a conservative model with the total market exposure averaging just 28% of market days per year.
This model requires an unrestricted account due to the frequency of trades and their short duration â 6 to 8 market days is typical.
Model Description
The Calendar Effects Model is a shorter-term model whose goal is to be invested only during those short periods of time during the calendar year that have historically shown a high probability of profit. There are about 11 of these short periods per year, totaling just 72-75 market days of exposure per year.
The model has been a particularly good performer in Bear Markets with trade positions determined at the time of trade entry, and are based on the top 3 asset classes which are judged to be the best performing at that time, with equal allocations applied to each.
Construction
CALENDARÂ EFFECTS trade positions are determined at the time of trade entry, and are based on the top 3 Type 1 Stylebox ETFs which are judged to be the best performing at that time, with equal allocations applied to each.
The performance returns illustrated do not represent actual client accounts and are net of the highest management fee and trading costs which is 0.80%. Returns reflect since inception, one, five and tenâyear periods, and are reflected in U.S. dollars and assume that dividends are reinvested.
The strategies employed may involve technical trading techniques such as trend analysis, relative strength, moving averages, various momentum and related strategies. Technical trading models utilize mathematical algorithms to attempt to identify when markets are likely to increase or decrease and identify appropriate entry and exit points. The primary risk of technical trading models is that historical trends and past performance cannot predict future trends and there is no assurance that the mathematical algorithms employed are designed properly, new data is accurately incorporated, or the software can accurately predict future market, industry and sector performance.
