I used robust Trading Blox software to back test and develop an absolute return, quantitatively driven investment program. The independent variable for this quantitative system is minimizing drawdown to avoid large downdrafts like 2008 or the dot.com implosion of 2001-2003. It offers a smoother, more predictable return stream than buy and hold across equities, fixed income, forex, and commodity asset classes. The core system is tactically binary between long and cash. It uses mostly ETFs and is diversified across markets, geography, and capitalization. The program has initial capacity to $1 billion AUM.
The system uses simple, robust technical indicators - properly (under) optimized - to tactically time entry/exit of individual portfolio vehicles. The system uses fundamental factors for overall allocation between asset classes. System research, improvement and testing is ongoing and a dedicated part of my portfolio management. Currently, I am in development on a systematic asset category allocation method for version two.
Clients can custom allocate depending on their needs, desires, and economic concerns. Any asset allocation portion or individual component is available as a stand-alone investment strategy. For more details, please contact me.