MARKET CONDITION
CURRENT ALLOCATION
market condition
current allocation
EXITS (INDICATORS) USED IN THIS MODEL:
INDICATOR
TIME-FRAME
STATUS
LAST CHANGE
SHORT
NONE
Jan 1, 2001
SECTOR
ALLOCATION
ETF EXAMPLE
MUT. FND. EX.
The Risk NumberĀ® from Nitrogen is an objective, quantitative measurement of an investorās true risk tolerance and the risk in a portfolio. The patented technology calculates a ārisk scoreā on a scale from 1-99, utilizing a scientific framework that won the Nobel Prize for Economics.
STARFLUX L/S INDICATOR CHART
Reallocation monthly.
Change in shorter-term trend determined by STARFLUX L/S ndicator.
During periods where the STARFLUX L/S indicator is positive (green).
During periods where the STARFLUX L/S indicator is negative (red).
Rated "aggressive" due to short positions. Most suitable for regular brokerage accounts. Can be very active when STARFLUX changes status frequently. Emphasis is on up and down moves within a Bull or Bear market. U.S. focus.
Model Description
The Long/Short Model is a shorter-term Model whose goal is to be invested "Long" during all shorter-term uptrends in the U.S. market, and "Short" during all shorter-term downtrends. Activity takes place when a portfolio is established at the ingeption of each shorter-term uptrend or downtrend.
Construction
When long, equal allocations to the top four Type 3 assets (Sectors) from the Indicators &Ā Rankings page.
ā
Portfolios are rebalanced Quarterly/Monthly and at indicator changes.When short, a single inverse S&P 500 position is taken, like the ETF "SH" or the Mutual Funds "BRPIX" or "RYURX".
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 tenāyear 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.
