“everything in life moves in cycles. those who don’t LEARN FROM the past are doomed to repeat it.“
Beating the Dow – This ProRealTime monthly chart relates to one of our simple and slow quant long term models. The results since Jan. 1st 1995 prove that is possible to beat (slightly) the Dow Jones Industrial Index, without being always fully invested, without leverage and with a max drawdown of less than 8%. With a simple 1.5x leverage, results are sharply better with a max drawdown (on a monthly close basis) of 16%. Check the max drawdown of the Buy-and-Hold strategy in the same period (2000-2003 and 2007-2009 Bears). The model is actually long since September 1st 2017.
Our Rating Model – This table shows the rating of a selection of US Big Cap.
The rating model is based on a proprietary algorythm mixing trend, momentum and relative strength.
Last update: September 2018
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