Home » Our Advantage
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%
|
|