BLack Treasure
Model Description
Learn the primary description of this model below!
The Black Treasure model uses proprietary algorithms to time oil investments strategically. In bullish markets, it remains fully invested in oil-based securities, while in bear markets, it targets only the most profitable days to minimize risk. Activity is minimal during bull trends but increases in downturns, executing trades to manage volatility and seek gains. In extreme bear conditions, the portfolio may use leveraged inverse securities to enhance returns.
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25+
Years Of
Success
At Work.
About Black Treasure.
Dive into the key aspects of this model that could enhance your understanding of our investment methodologies.
Client Risk Profile
All profiles: Conservative to Aggressive
Scheduled Activity Frequency
Quarterly reallocation during Bull Markets. About 11 trades per year during Bear Markets
Unscheduled Activity Frequency
Change in indicators that govern the long-term or short-term trends. Typical trends last several months.
Additional Model Information
Market exposure drops from 100% during Bull Markets to about 28% during Bear Markets. Due to the higher trade frequency during Bear Markets, the All-Weather model should only be used in circumstances that allow 12-14 trades per year and trade durations that typically last 6-8 market days would be allowed.
Algorithms
A list of algorithms used to monitor this model!
Bull/Bear Indicator
BoS Indicator
Trendilo Indicator
Oil Indicator
Calendar Effects
Model Objectives
The objectives of the model are listed below!
Compounded Annual Growth Rate
The model aims for a compounded annual growth rate of at least 25%, outperforming the S&P 500 Index, which has a CAGR of 8.5%.
Maximum Drawdown
The model aims to limit maximum drawdown to under 30%, well below the S&P 500’s 55.2%.
S&P 500 Comparison
The model’s ultimate potential is to deliver just over half the risk of the S&P 500 Index while generating almost three times the return.