Investment Approach


ProfitScore Long/Short US Treasuries Strategy

Represents a quantitatively based, absolute return, multi-model strategy

Models attempt to be predictive, NOT trend following

Potential alpha hedge for an equity or fixed income portfolio

The strategy may potentially benefit from rising or falling interest rates

The strategy was launched on October 19, 2011 and has over 5 years of live performance history

The research behind the strategy began on June 1, 2003 representing over 8 years of development before live performance began.

The Index can be found at

The strategy attempts to accurately predict the daily direction of the U.S. Treasury markets

A long, short, or cash trading decision is made once per day


Historical approximate annual trade positons of the Index

Pie graph


Trade positions are subject to change and should not be considered investment advice. Data as of 6/30/2017.



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