Industrials

A Long/Short Active US Equity Strategy

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Market Neutral = Low Volatility

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Weekly Rebalance = Adaptive

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Long/Short = Hedged

What is Industrials?

I wrote about utilities last year in an attempt to demonstrate how Lucena‚Äôs technology can be deployed to identify fixed income alternatives. Since November 2016 we have been tracking our utilities portfolio, and it has been performing exceptionally well in both total return and low volatility — well ahead of the S&P and its benchmark, the XLU.

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The above live results represents quantitative research and should not be considered as investment advice, or solicitation to buy or sell securities.

Lucena Research is a technology company and everything presented here is derived from quantitative research. The information above is intended for certified investment professionals who understand the inherit risk of investing. It should not be assumed that the above live results will be repeatable in the future. Detailed list of securities and the factors used for their selection criteria is available upon request.

Industrials Image

Full Report
The above backtest represents quantitative research and should not be considered as investment advice, or solicitation to buy or sell securities.

Lucena Research is a technology company and everything presented here is derived from quantitative research. The information above is intended for certified investment professionals who understand the inherit risk of investing. It should not be assumed that the above backtest results will be repeatable in the future. Detailed list of securities and the factors used for their selection criteria is available upon request.

Disclaimer: This information has been prepared by Lucena Research Inc. and is intended for informational purposes only. This information should not be construed as investment, legal and/or tax advice. Additionally, this content is not intended as an offer to sell or a solicitation of any investment product or service. Do not take the opinions expressed explicitly or implicitly in this communication as investment advice. The opinions expressed are based on statistical forecasting which is based on historical data analysis. Past performance does not guarantee future success. In addition, the assumptions and the historical data based on which an opinion is made could be faulty. All results and analyses expressed are hypothetical and are NOT guaranteed. All Trading involves substantial risk. Leverage Trading has large potential reward but also large potential risk. Never trade with money you cannot afford to lose. If you are neither a registered nor a certified investment professional this information is not intended for you. Please consult a registered or a certified investment advisor before risking any capital.