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Investment Strategy Performance
YTD 10/31/09 | 1 Year | Since Inception* | |
| RWA Aggressive | -1.30% | -5.06% | 12.08% |
| RWA Moderate Aggressive | 3.85% | -0.35% | 12.02% |
| RWA Moderate | 9.19% | 4.42% | 11.85% |
| RWA Moderate Conservative | 14.73% | 9.24% | 11.57% |
| RWA Conservative | 20.46% | 14.09% | 11.17% |
| RWA Income 50 | 26.39% | 18.95% | 10.65% |
| RWA Income 30 | 19.15% | 16.82% | 7.77% |
| S&P 500 | 14.92% | 7.15% | -2.23% |
| Mechanical Investing Process |
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The RWA Market Momentum Models ranks the following asset classes on a weekly basis to determine the single asset class with the highest statistical probability of increasing in value, relative to the group.
The model is predominately Long-Only, meaning that the asset class should only be used when it is trending up. The exeption is the Inverse S&P 500 Index, which is only used when the S&P 500 is suspected to fall at a greater propensity than any other asset class rises. By having an inverse position, the model performance would be close to the opposite of the S&P 500 Index - allowing the model to produce positive results in a falling market.
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