ALPHA ROTATION MODEL
ACTIVITY FREQUENCY
Rotation entries and exits based on market internals and risk gauge. Each position could hit a stop or multiple targets.
The Alpha Rotation model is a quantitative strategy that MarketGauge developed that uses a combination of key intermarket relationships, market internals, proprietary risk gauges, and market phases to determine a “risk-on” or “risk-off” allocation to the major index, U.S. Treasuries, or cash.
Different versions of this model place trades in the non-leveraged S&P 500, Nasdaq 100, Russell 2000.
MARKET EXPOSURE
Enters index or U.S. Treasuries basedon intermarket relationships, market internals and risk gauge. Model is invested approximately 80% of thetime based on market conditions.
NOTES
Trades only highly liquid Index ETFs and TLT.
Average trade length around 40 days.
CLIENT RISK PROFILE
Balanced
