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ValueSearch Equilibrium Strategy
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ValueSearch Equilibrium Strategy combines the major precepts of long-term investing with research into new investment instruments that has appeared in the last 10 years.
ValueSearch Equilibrium Strategy is a highly disciplined, proprietary to VCM strategy, and is based on the most recent research of ETF properties and behavior.
The strategy was developed under Mr. Schwartzman's guidance and with his active participation. It is the result of VCM research and insights into new investment instruments, computer modeling, and strategy simplification methods.
At the core of the Equilibrium Strategy's success is Mr. Schwartzman’s ability to apply his mathematical mindset to the understanding and creation of complex computer models for those investment frameworks that require such approach.
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ValueSearch Equilibrium Strategy – Summary
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ValueSearch Equilibrium Strategy is the new long-term investing strategy developed by VCM.
It continues to maintain our preference for long-term approaches, while relying on a new, highly proprietary research that we have developed in the past several years.
ValueSearch Equilibrium Strategy allows VCM to benefit to a disproportional degree from the rise of the US stock market, while limiting our losses, and often generating gains, during declines of the US stock market. The use of the Strategy does not require or assume borrowing assets and relies heavily on monitoring the volatility of the US stock market.
ValueSearch Equilibrium Strategy returns, obtained through meticulous computer modeling of the Strategy using data from January 1962 through August 2012, show the Strategy returning on average 15% above S&P 500 returns, annualized.
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ValueSearch Equilibrium Strategy – Contents
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A detailed description of ValueSearch Equilibrium Strategy can be found in Equilibrium Strategy - Details and provides a comprehensive review of all aspects of this strategy's design considerations and modeling.
This document requires significant access privileges and covers the following areas:
1. INTRODUCTION TO THE VALUESEARCH EQUILIBRIUM STRATEGY
2. DISCLAIMERS AND CAUTIONARY NOTES
3. VALUESEARCH CAPITAL MANAGEMENT HISTORY
4. STRATEGY PARAMETERS AND INVESTMENT INSTRUMENTS USED
5. OUTLINE OF THE STRATEGY AND SUMMARY OF ITS RETURNS
6. DEPENDENCE ON TIME-SENSITIVE PARAMETERS
7. COMPUTER MODELING OF THE STRATEGY
8. PARAMETER DRIFT
9. RISKS OF THE STRATEGY’S DEMISE
10. VCM BUSINESS FRAMEWORK
11. COSTS AND EXPENSES OF THE STRATEGY
12. ORIGINS OF THE STRATEGY
13. INDEX
14. FREQUENTLY ASKED QUESTIONS
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Michael Schwartzman, President - ValueSearch Capital Management - Marblehead, MA
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