The Process

Demonstrating our commitment to transparency, we describe exactly what we do, rules and all, to make our process more transparent and more easily explained. We intend for this to be used as an educational tool for clients, instilling discipline during emotionally charged environments, and enabling the full benefits of systematic investing.

Each month we share an update about what asset allocation updates our process is prescribing.

“If individuals are rational, there is no need to protect them against their own choices.”
– Daniel Kahneman

Our process is designed to reduce exposure when prices fall, and increase exposure when prices rise. Simple, but robust. This preserves compounding, and allows the portfolio to perpetually work from a higher base position.

It all starts with the Exponential Moving Average Formula:

EMA = (current price * 2/(1+N)) + (Previous Day’s EMA * (1-2/(1+N))
N = # of days or period you are analyzing.
To hear the rest: click here

We monitor 4 trends:

  • Trend 1:  10 Day EMA - Exponential Moving Average of last 10 days closing price
  • Trend 2:  50 Day EMA … last 50 days closing price
  • Trend 3:  100 Day EMA … last 100 days closing price
  • Trend 4:  200 Day EMA … last 200 days closing price

We trade 8 asset classes:

U.S. Equities

Foreign Developed Equities

Emerging Market Equities

Real Estate

U.S. Treasury Bonds

Inflation-Protected Bonds

International Treasury Bonds


System 1 (Intermediate-term Trend) – If 10 Day EMA is above the 100 Day EMA at month-end it represents an “up trend” and we increase exposure.  If the 10 Day EMA is below the 100 Day EMA that represents a “down trend” and we re-allocate to an asset class (within our 8) that is trending upward. (We will work with you to build rules on how this re-allocation process waterfalls.)

System 2 (Long-term Trend) – If the 50 Day EMA is above the 200 Day EMA at month-end this represents an “up trend,” and we buy; if it is below, a “down trend,” and we re-allocate (based on pre-established customized rules) to an asset class trending upward.

System 3 (Strategic) – We build a diversified portfolio across our 8 asset classes with individualized rules governing risk, re-balancing, and re-allocation.

That’s it, that’s what we do. We of course blend all three systems together and customize the rules related to re-balancing and re-allocating, but there is no black box.


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