JUNE 2024
As of July 12th, our flagship algorithm has signaled a short, anticipating a drawdown of at least 10% in the S&P 500 Index (SPX).
MARCH 2024
As we delve into the dynamics of the market in March 2024, it becomes evident that active managers are heavily invested in equities, with the equity allocation reaching notably high levels. Concurrently, the rolling Sharpe ratio of the S&P 500 (SPX) stands at a significant high. However, amidst this apparent bullish sentiment, our proprietary model has raised some cautionary flags.
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We believe that transparency, scientific rigor, and a long-term perspective are the foundation of sustainable performance.