INVESTMENT STRATEGY

Our Market Anomaly Program (The MAP)

Our MAP Strategy, implemented as an SMA, is a style-agnostic, absolute return strategy that seeks low-risk opportunities by utilizing our proprietary algorithm.  The strategy's objective is to generate profits for our clients regardless of what the stock market or interest rates are doing.   Our multi-strat approach is unrestrained and can go anywhere, anytime to find securities at attractive prices.    In addition, we have considerable exposure to inflation themes thus hedging increases in your cost of living.  

When implementing our strategy, we abide by 4 steadfast rules that dictate everything we do in our clients' accounts:

• Rule #1:  Don't Lose Money -  We have stop-loss exits on every single position.
• Rule #2:  Buy Low -   Our algorithm specializes in identifying moments of capitulation.
• Rule #3:  Sell High -   Our model excels at taking profits so we can readily compound gains for you.  
• Rule #4:  The trend is your friend - In addition to our mean reversion buy signals, we also utilize a trend following algo to capture securities trading with momuntum.

You can read more about our approach on our Investment Philosophy page.   

MAP Performance Update as of 05/31/2024

By continuing on this page, you agree to the disclosure statements on our disclosure page which can be viewed by clicking here. 

Ultimately, the results speak for themselves.  Below are performance specifics for our strategy.  We measure our success by the three "P's":  Protect, Participate, and Perform. 

Investment Strategy

MAP: Full

S&P 500 Index²

Balanced (AOM)²

Global Balanced²

May Return

7.1%

4.8

3.2%

3.6%

YTD

7.0%

10.6%

4.1%

5.5%

Inception1

50.6%

79.2%

20.7%

37.6%

ROR³

1.003

.764

.367

.521

All performance data for our strategies is net of all fees and expenses.  All performance data for indexes or other securities is from sources we believe to be reliable.  All data is as of 05/31/2024.

1) Inception date of 4/30/2019

2) All benchmark prices are obtained through the Yahoo!Finance website.  S&P 500 Index is calculated using the index price.  AOM is the iShares Core Moderate Allocation ETF.  Global Balanced is calculated using a 40% allocation to the S&P 500, a 40% allocation to BND, and a 20% allocation to IEFA.

3) ROR is our "Return over Risk" calculation which is computed by taking the total return divided by the sum total of all negative months.  Ideally, the ratio represents how much loss an investor has to endure to get X gain.  A negative ROR score implies there is more risk in the investment than return.

The following is additional information on our MAP strategy:

• Our strategy is implemented in a separately managed account, owned and controlled by our clients.  
• There is no lock-up period or penalty of any kind for terminating our strategy.  
• Our universe of securities includes over 100 names, the majority of which are components of the S&P 500.  In addition, we have numerous alternative securities and international names for the purpose of diversification.  
• Typically, we only have exposure at any given time to a handful of names in our security universe.  Our average exposure is between 10 to 15 positions.  Our market exposure will vary significantly. 
• Our strategy is nearly 100% mechanical with very little subjectively factoring into trading decisions.
• We have a target percentage loss for every position in our clients' accounts so that no single position is going to sink our strategy.     
• Our system takes a proactive approach to taking profits.   We use a methodology for creating trailing stops which means we are consistently compounding gains for our clients' benefit.  
• We serve all our clients as a fee-only fiduciary, so, the better you do, the better we do.