Active Index Portfolios
The KP Trend Model can significantly enhance the risk-adjusted performance of an index investment
Read MoreTop-Down Exposure Management for the S&P 500 Index
The KP Trend Model adds significant value to the investment performance of an unmanaged index. While long-term returns are typically improved somewhat by the process, by far the most meaningful value added is with the reduction of downside volatility — portfolio drawdown.
Read MoreTop-Down Exposure Management of the Nasdaq 100 (NDX) Index
The KP Trend Model adds significant value to the performance of a buy/hold Nasdaq 100 Index investment. The model’s methodology and parameters are unchanged over the entire lookback period and they are the same ones we use today.
Read MoreAn Active, Risk-Managed NDX Investment
Monthly Return Patterns and Performance Metrics for a risk-managed Investment in the Nasdaq 100 Index
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Short-Term Mean-Reversion
This study is based on internal market data and features volatility-sensitive boundaries.
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