Our edge is a quantitative framework for getting the big picture right.
We have developed a quantitative framework for positioning your equity market exposure throughout the economic cycle. This proprietary framework is the foundation of all our solutions. Tested on over 50 years of historical data, it successfully navigated every market cycle and provided significantly higher returns with less risk than a passive buy-and-hold strategy.
Getting the big picture right is the most important investment decision you make.
"For most of us, over a two- to three- to five-year time frame, hitting the right mark in terms of the mix of offense versus defense in a portfolio is the most important single decision. If you get the offense versus the defense right, it doesn’t matter really what you pick, what stocks you bought, or whether you did stocks versus bonds or whether you did U.S. versus foreign or whether you did small-cap versus large- or growth versus value. If you get it wrong as far as calibrating your portfolio between being defensive and more aggressive, all that other stuff isn’t going to save you. But if you get it right, you will be heading in the right direction." - Howard Marks, Barrons, October 2018.
The academic research confirms that about 75% of a typical fund’s variation in time-series returns comes from general market movement, with the remaining portion split roughly evenly between the specific asset allocation and active management. Our framework provides a logical, tested, rules-based methodology to tilting the odds in your favor for this most important decision.
If you are interested in accessing the output from our quantitative market exposure framework to help with your portfolio allocations, please reach out on our contact page.