Report Date:
October 2024
Index Description
ProfitScore’s Regime-Adaptive Long /Short Equity (PSRAE) is a highly liquid, systematic index trading S&P 500 Index securities. Depending on the market state – Low Vol or High Vol – trading decisions are driven by two different trading constructs. During Low Vol, the system is designed to identify and dynamically capture gains based on persistent directional moves. As volatility increases, markets often become increasingly unstable and inefficient. During these High Vol states, trade length shortens as the program quickly adjusts exposures to capitalize on market inefficiencies. This program’s most significant value generally occurs during periods of high volatility and market stress when many other strategies are faced with performance challenges.
Key Features
- Highly liquid, transparent investments
- Tactical models to minimize systematic risk
- Multiple constructs to adapt to specific market states
- Long and short positions
Important information: Past performance of a ProfitScore index is not an indication of future results. You cannot invest directly in any ProfitScore index. Performance of any ProfitScore index does not represent actual fund or portfolio performance. A fund or portfolio may differ significantly from the securities included in an index. Index performance does not reflect any management fees, transaction costs or other expenses that would be incurred by a portfolio or fund, or brokerage commissions on transactions in fund shares. Such fees, expenses and commissions would reduce returns.
