This is our newest program (launched 10/2009) and it is not yet available via subscription or managed account. Click for independently-audited trading results.
Most of our strategies target absolute returns, meaning they have little correlation to the broader market and are designed to profit regardless of market conditions.
The Enhanced S&P 500 Index is something very different. This program is designed to move like the market, but to do it with about half the downside risk. Put another way, we’re attempting to build a better, smoother S&P 500.
INDEPENDENTLY-AUDITED REAL-TIME PERFORMANCE
UPDATED THROUGH 01/2010
RESULTS ACCOUNT FOR TRANSACTION COSTS BUT NOT SUBSCRIPTION OR MANAGED ACCT FEES
We have five targets over the life of the program: (1) outperform the S&P 500, (2) and (3) reduce peak and average S&P 500 drawdowns by half, (4) outperform the S&P 500 in at least half of all months, and (5) exhibit greater than 80% monthly correlation to the S&P 500.
It’s very likely that in any particular month we'll deviate from the market significantly, but we think those differences will wash out over the life of the program.
This strategy trades less frequently than others we offer, changing positions on average once every three days. Unlike YK and Scotty, it does not require monitoring the market intraday. Orders are submitted anytime during the day for execution at the close. It is long-only (i.e. does not trade short), and never employs leverage.
The strategy was originally designed to trade mutual funds from Rydex or ProFunds, but could very easily be applied to other assets as well such as ETFs, futures, or other mutual funds (read more).
Click to jump directly to one of our independently-audited strategies:
| M | = Available via managed account |
| S | = Available via subscription |