FEAR AND

LOATHING

AT A

GLANCE

The seasonal sector rotation strategy is built upon the precept that certain areas of the market place exhibit patterns over time which coincide with the calendar, and the US election cycle.

There are many ways to 'follow the trend' and one which we have built here is a combination of following cyclical trends which have held up for almost 300 years both on an annual basis and within the 4-year US election cycle. We have tested a wide range of different instruments, covering a diverse pool of sectors and industries, and our seasonal sector rotation strategy is the zenith of this. We categorise our pool of instruments as either offensive or defensive, and when the wider market exhibits either of these conditions, then we are able to select from our mechanised approach which position we believe will be best for the market conditions, using a then counter-intuitive mean reversion approach.

BY THE

NUMBERS

EQUITY

GROWTH

Starting balance of $100,000 USD

HISTORICAL

PERFORMANCE

ASSET

ALLOCATION

INVESTMENT

STRATEGY

This Seasonal Sector Rotational Strategy works by cross referencing a list of of differing ETF's which cover the entire width and breadth of the market with our indicator matrix which we have developed.

This matrix is made up of multiple elements to determine which position should be held for the forth coming market condition. This ranking system take into consideration multiple factors including:

  • Time of Year

  • Year within US Election cycle

  • Fama-French 3-Factor Model

  • Relative Strength Index

  • Exponential Moving Average Cross Over

There are a few other key indicators we use, which are proprietary. Each indicator produces a number which is then added up to give a rank. The instrument with the highest value is then selected for the following trade.

WHAT

NEXT?

See how the blending of our three strategies produce strong results, whilst properly managing the risk and drawdown

UBIQUE

PORTFOLIO

UBIQUE

PORTFOLIO

Explore how our other strategy makes up the Ubique portfolio to give a blended non-correlated approach to the market. understanding how both strategies work is integral to the process

GOLDEN

RATIO

GOLDEN

RATIO

KEEPING UP WITH

THE JONESES

This strategy uses almost 100 years of past data to look for a positive expectancy within the Dow Jones Index. 

KEEPING UP WITH

THE JONESES