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KEEPING UP WITH

THE JONESES

AT A

GLANCE

Keeping Up With The Joneses is a short term investment strategy designed to take advantage of statistically significant observations within the Dow Jones Industrial Average, over a one-day timeframe. We have identified a way of legislating for these changes which can be leveraged to generate alpha.

Keeping Up With The Joneses is a fully systematic system that looks exclusively at the Dow Jones Industrial Average. Using over 15 different parameters, each day is assigned a score of its expected outcome based on a proprietary matrix we have developed. From there a risk management model is applied to determine position sizing and the position is taken. This strategy has the ability to both long and short, as well as being in cash.

BY THE

NUMBERS

EQUITY

GROWTH

Starting balance of $100,000 USD

EQUITY

GROWTH

Starting balance of $100,000 USD

HISTORICAL PERFORMANCE &

BACKTESTING

BACKTESTED MODEL

WALKFORWARD RESULTS

ASSET

ALLOCATION

INVESTMENT

EDGE

Keeping Up With The Joneses works by looking back at over 100 years of daily price data to analyse and determine a a matrix of statistical probabilities for each day of the year. this is achieved by scoring each day against 15 different known seasonal, trend, and mean reversion frameworks.

This 'score' is then fed into a second filtering process which helps determine position sizing based upon another set of parameters, which look at shorter term mechanics. The result, is systematic approach which has proven over every market condition, cycle, war, bull and bear rally, to deliver superior results to simply holding the Dow Jones, over the same time horizon.

WHAT

NEXT?

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

UBIQUE

PORTFOLIO

UBIQUE

PORTFOLIO

The Golden Ratio has been built around the interplay the indices have with gold during bull and bear markets

GOLDEN

RATIO

GOLDEN

RATIO