Our Advantage

Trendrating is the next generation of momentum models. It is faster to react and smarter in self-adjusting to different cycles and patterns.

  • Identify trends quickly
  • Self-adjusting model has excellent track record at spotting prolonged trends
  • Filters out false moves and breakouts to avoid high turnover
  • Based on modern theory and technology
  • Measures strength and duration of trends with high accuracy
  • Designed for markets and portfolio level analysis

Historical Performance Statistics

The table below shows the significant outperformance of the Trendrating momentum model, over an eight year period (from March 2007 to March 2015), for a selection of equity indices. The results below are obtained using the Trendrating Strategy Builder which is designed to:

  • Create a momentum strategy
  • Back test the strategy on any investment universe for up to 15 years
  • Fine-tune the strategy in order to achieve the desired risk/return profile
  • Execute the resulting customized strategy on an on-going basis

Assumptions (example)

  • Full investment in up to 30 A rated stocks
  • Rebalance on the last business day of every month
  • On rebalance, give priority to lower market cap stocks
  • Minimize turnover

  Annualized return 15 years  
Universe Trendrating Benchmark differential  
S&P 500 Index
12.96%
5.19%
7.76%
 
MSCI Emerging Markets Index
12.52%
0.81%
11.71%
 
FTSE 350 Index
14.98%
1.70%
13.28%
 
Nikkei 225 Index
4.62%
1.26%
3.36%
 
Stoxx 600 Index
7.75%
1.12%
6.63%
 
CAC 40 Index
7.97%
-1.06%
9.04%
 
DAX Index
19.96%
7.48%
12.48%
 
Nasdaq 100 Index
21.10%
12.23%
8.88%