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 www.profitscoreindex.com/index/5
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
Trade positions are subject to change and should not be considered investment advice. Data as of 6/30/2017.