Top-Down Exposure Management for the S&P 500 Index

Posted by on Friday, Sep 21, 2012 in Chart Gallery | Comments Off on Top-Down Exposure Management for the S&P 500 Index

Top-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.