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Choose what the fund holds. Its history and today's holdings update as you change it.
Rank every stock on one signal from the research, buy the top and short the bottom.
Buys firms that raised the least equity, or bought back the most.
Each stock is ranked against its own industry, so the fund does not simply pick industries.
Buys the top of the ranking and shorts the bottom, so the market's own moves cancel out.
The Sharpe ratio is shown for each of these three periods.
Buys the top 10% of US stocks ranked on net equity financing, each compared with its own industry, and shorts the bottom 10%. Bigger companies get bigger weights. Rebuilt every month.
Every eligible stock in the sectors you pick.
Pick one or more sectors to start.
Pick one or more sectors to start.
Pick one, or several to blend them. Longer maturities move more when rates change.
Holds 10-year Treasuries, kept at that maturity every month.
Adds up to 150%. 50% is borrowed.
Only charged on the borrowed part.
Every $1 holds 90% in the US stock market and 60% in 10-year Treasuries. The 50% above $1 is borrowed at the cash rate plus 0.5%. Rebalanced every month.