80% U.S. Treasuries (3m) + 20% Overlay

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017                 3.9% 4.4% -2.1% 2.0% 27.4%*
2018 2.5% 4.5% -1.8% 1.9% 6.8% 1.8% 2.1% 6.1% -1.0% -0.4% 2.7% 4.3% 33.2%
2019 -7.3% -5.4% -3.6% -7.1% 10.2% -6.6% 4.9% 6.8% -9.7% -4.1%      

*annualized

The figures above are based on a 20% allocation of our portable overlay model portfolio. The remaining 80% includes returns of a hypothetical fixed income portfolio. It consists of 3-month US Treasuries only. All figures are excluding fees.

80% S&P 500 TR + 20% Overlay

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017                 5.5% 6.2% 0.3% 2.8% 46.4%*
2018 6.9% 1.5% -4.0% 2.1% 8.5% 2.1% 4.9% 8.5% -0.7% -6.1% 4.2% -3.2% 26.2%
2019 -1.0% -3.0% -2.3% -4.1% 5.0% -1.2% 5.9% 5.3% -8.3% -2.2%      

*annualized

The figures above are based on a 20% allocation of our portable overlay model portfolio. The remaining 80% includes returns of a hypothetical S&P 500 total return index. All figures are excluding fees.

Recent Analysis Examples

A few brief examples of some recent forecasts as well as the underlying methodology are summarized below. These examples span over an interesting market period. It encompasses a bull market in risky assets as well as a correction.

US Equities

The following examples illustrate how we applied fundamental analysis, behavioral economics, and technical analysis on the S&P 500 index. The ...
Read More

Bitcoin

We have identified a major if not the Bitcoin top with surgical precision. We were bullish and forecasted higher highs ...
Read More

EUR/USD

Technical analysis is often met with skepticism. It is often claimed to be nearly useless. We do not agree with ...
Read More

Silver

We published a long asymmetric risk/reward trade idea for Silver on November 15th, 2018. The nearest silver future was trading slightly below ...
Read More

USDJPY

We forecasted the biggest reversals of Q4/2017-Q1/2018 precisely. We got both, the bearish and the bullish, reversal right within days ...
Read More

WTI Oil

We identified an upside breakout for WTI oil in November 2017. The entire setup was complex and traded for 1.5 ...
Read More

Cycle Timing