Our concept is simple. Alignment between equities and fixed income without constraint, with the ability to shift and pivot without limitation.
We use a multi-factor, quantitative model to identify short and intermediate term trends with favorable risk and return potential, making use of indicators based on underlying asset class trends.
Our top-level model tracks 37 different indicators and considers economic, fundamental, and technical analysis.
Our second-level indicators identify relative opportunities within the equity and fixed income markets based on trend following, rate of change, breadth, and mean-revision. Utilizes small positions in commodity and currency markets to hedge interest rate, inflation, and exchange rate exposures.