Model Signals
Model Signals translate Quant Pack Leading Indicators into asset allocation insights for tactical trading, idea generation, risk management, and bespoke model development. You can find more information on the indicator and its latest model signal in the MarketDesk Quant Pack published each Friday.
Model Signal Framework
Asset Allocation Insights
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A library of model signals for asset allocation, tactical trading, idea generation, risk management, and bespoke model development. The wide range of fully-integrated signals are updated weekly in the Quant Pack newsletter.
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Quant Pack Model Signals offer an indicator-based framework that helps identify the most likely path forward for markets. The systematic framework employs a weight-of-the-evidence approach which is designed to (1) minimize false signals and (2) optimize the risk/reward outcome of each portfolio decision.
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Key Benefits: efficient, consistent, repeatable, and extensive coverage.
Equity Sector Rotation
Model Portfolio Signal
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The Equity Sector Rotation Model owns either S&P 500 Cyclical Sectors (Industrials, Materials, Consumer Discretionary) or S&P 500 Defensive Sectors (Utilities, Health Care, Consumer Staples).
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Model signals are based on Quant Pack Leading Indicators. Each indicator provides a forward-looking signal which is translated into 'Risk-On' or 'Risk-Off' portfolio positioning. Each indicator has its own model signal which also feeds into the Quant Pack Model Framework.
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Each model report provides sample returns since 2000 along with performance statistics, relative returns, portfolio drawdowns, and the historical model signal.
Credit Sector Rotation
Model Portfolio Signal
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The Credit Sector Rotation Model owns either Low-Quality Credit Sectors (High Yield Bonds, Fallen Angel Bonds, Convertibles) or High-Quality Credit (U.S. Treasuries, Mortgage Backed Securities).
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Model signals are based on Quant Pack Leading Indicators. Each indicator provides a forward-looking signal which is translated into 'Risk-On' or 'Risk-Off' portfolio positioning. Each indicator has its own model signal which also feeds into the Quant Pack Model Framework.
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Each model report provides sample returns since 2000 along with performance statistics, relative returns, portfolio drawdowns, and the historical model signal.
Stock/Bond Rotation
Model Portfolio Signal
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The Stock / Bond Rotation Model owns either the S&P 500 Index (i.e. stock exposure) or the U.S. Bloomberg Bond Aggregate Index (i.e., bond exposure).
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Model signals are based on Quant Pack Leading Indicators. Each indicator provides a forward-looking signal which is translated into 'Risk-On' or 'Risk-Off' portfolio positioning. Each indicator has its own model signal which also feeds into the Quant Pack Model Framework.
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Each model report provides sample returns since 2000 along with performance statistics, relative returns, portfolio drawdowns, and the historical model signal.
