KEEPING UP WITH
THE JONESES
AT A
GLANCE
Keeping Up With The Joneses is a short term investment strategy designed to take advantage of statistically significant observations within the Dow Jones Industrial Average, over a one-day timeframe. We have identified a way of legislating for these changes which can be leveraged to generate alpha.
Keeping Up With The Joneses is a fully systematic system that looks exclusively at the Dow Jones Industrial Average. Using over 15 different parameters, each day is assigned a score of its expected outcome based on a proprietary matrix we have developed. From there a risk management model is applied to determine position sizing and the position is taken. This strategy has the ability to both long and short, as well as being in cash.
BY THE
NUMBERS
EQUITY
GROWTH
Starting balance of $100,000 USD
EQUITY
GROWTH
Starting balance of $100,000 USD
HISTORICAL PERFORMANCE &
BACKTESTING
BACKTESTED MODEL
WALKFORWARD RESULTS
ASSET
ALLOCATION
INVESTMENT
EDGE
Keeping Up With The Joneses works by looking back at over 100 years of daily price data to analyse and determine a a matrix of statistical probabilities for each day of the year. this is achieved by scoring each day against 15 different known seasonal, trend, and mean reversion frameworks.
This 'score' is then fed into a second filtering process which helps determine position sizing based upon another set of parameters, which look at shorter term mechanics. The result, is systematic approach which has proven over every market condition, cycle, war, bull and bear rally, to deliver superior results to simply holding the Dow Jones, over the same time horizon.
WHAT
NEXT?
See how the blending of our two strategies produce strong results, whilst properly managing the risk and drawdown
UBIQUE
PORTFOLIO
UBIQUE
PORTFOLIO
The Golden Ratio has been built around the interplay the indices have with gold during bull and bear markets