Long/Short/Levered Capital Applied To =
1. Non-Correlated +
2. Publicly Traded +
3. U.S. Dollar Denominated +
4. Equity Securities
To Generate…
1. Positive Absolute Returns +
2. Maximal Sharpe Ratio
**************
1. SPY Constituents/Sector ETF’s
2. ADR’s/Sovereign ETF’s
3. Contrarian + Special Situation + Value
4. FICC = Distinct Focus = Cross-Over Equity Impacts
5. Sectors = Capital Diversified
6. Positions = Capital Concentrated
**************
1. Sharpe Ratio = Absolute Return – Risk Free Return/St.Dev. Returns
2. Higher Sharpe Ratio = Lower Capital Draw-Down
**************
1. The Economy = Not The Equities Market +
2. No Compete = SPY/QQQ/IWV +
3. “Not Everything That Counts Can Be Counted”
**************