GOLDEN

RATIO

AT A

GLANCE

This Golden Ratio Strategy has been built around the interplay the indices have with gold during bull and bear markets. As a default harbour against inflation, we have identified and quantified a statistical relationship between the two.

One constant trend we see repeated time and time again is the way people treat gold as a hedge during 'bad times'. That is, when the markets are under performing or are bearish, there appears to be a migration from the stock market into precious metals as a safe haven until we see a reversal. This strategy looks to take advantage of this using a proprietary ratio between the S&P500 and Gold to try to be on the right side of strongest trend.

BY THE

NUMBERS

EQUITY

GROWTH

Starting balance of $100,000 USD

HISTORICAL

PERFORMANCE

ASSET

ALLOCATION

INVESTMENT

STRATEGY

The Golden Ratio Strategy works by creating a unique ratio between the price of gold and the S&P 500 index. This ratio looks at multiple inputs including weighted averages over the short, medium and long term, growth of each respective market as well as a few custom indicators. Once this ratio is calculated, we then run a modified moving average across it to determine which of the two asset classes is the stronger play.

This is a slow moving strategy with maybe only three of four trades a decade, as it uses monthly data for its primary input and looks to exploit long term trends of the respective markets.

T

his is a long only strategy; however, we are exploring options to see if it is robust enough enough to work out if shorting an asset has more value than going long its alternative. As and when the strategy develops, all updates will be posted on the website as well as all printed literature.

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

SEASONAL SECTOR

ROTATION

SEASONAL SECTOR

ROTATION

SELL IN MAY

AND GO AWAY

One of the most time-proven ideas with over 300 years of empirical evidence, re-imagined for the modern markets using risk-managed leverage to execute.

SELL IN MAY

AND GO AWAY