Our Allocation Sciences Evolution and Revolution series of allocation/money management models are designed to better align with clients who maybe prefer more simplistic products & services, possibly with longer term position holds, or a less complicated tool that seeks to make an immediate and positive impact . Unlike our quantitative systems, which deploy dynamic logic that seeks to identify the optimal Entry, Exit, & Allocation values, our Allocation models focus more on deploying simple but effective entry & exit logic, while placing a heavier emphasis on the allocation percentage. Allocation percentage values are updated at bar close and can be applied to any frequency or time series. Clients can also apply to multiple time series per asset which is reviewed in our allocation model video. Investors or traders have the option to deploy the tested variant we deliver and or customize to your specific assets and preferences. All models when purchased are delivered with open code with the ability to optimize to meet individual preferences.
Allocation models can be deployed as a semi or fully automated strategy within a client's discretionary analytic and confirmation processes.
Whether purchased and deployed on your platform or as a monthly subscription signal service, we deliver an advanced multi-value quantitative concept that can be followed and applied in a quick and simple fashion. Leverage our years of research for your benefit.
Click Here for allocation package options.
A basic example:
Hypothetically you have a $100K portfolio and you want to allocate $10K to SPY, but you also want to use 2 * margin..
Deploying various proprietary calculations:
The allocation model outputs 13% = Action = BUY $2600 worth of shares OR if you select to not use margin BUY = $1300 The next day after market closes, the Allocation % output reduces down to 10%, Action = Sell the 3% difference, which would be $600 or $300, depending if margin is used or not.
In essence, the allocation model simply outputs a %, which updates upon bar close. If the output is higher, you BUY the difference. If the output is lower, you Sell the difference. The output % can also go from 40% to 0%, in which case you close the position. Once the position is closed you have a hypothetical profit of $200. This is now added to your initial $10K allocation to SPY. This reinvests per trade profit to now equal $10,200. So when you apply the next Allocation output, its to the updated $10,200 value to compound results. Extremely simple to follow as a signal service or as software within your trading platform.
For those who prefer a higher degree of control & customization, that choose to purchase our allocation software/models, we have attached some general examples of some different applications, simply by changing some of the inputs within the model, or deploying additional Profit Target exits(per entry basis). You can see they can be tuned to various assets, but also for a wide range of performance preferences. For those who do not have much time or prefer to deploy a variant we design, our signal services are delivered & updated daily, and easily followed. Below is a general example of the email
structure:
SPY
YESTERDAY = 8%
TODAY = 15% -- ACTION = BUY 7%
QQQ
YESTERDAY = 65%
TODAY = 54% -- ACTION = SELL 11%
IWM
YESTERDAY = 77%
TODAY = 77% -- NO ACTION
XLP
YESTERDAY = 44%
TODAY = 0% -- ACTION = CLOSE POSITION
GLD
YESTERDAY = 0%
TODAY = 6% -- ACTION = BUY 6%
// ALL ACTIONS BUY & SELL ARE USING "CLOSE LIMIT" LOGIC. Emails will be sent to our subscribers after market close Mon-Fri. We may change the email structure as we continue to seek to improve both the quality of service & simplistic use for clients with various experience levels. We aim for our clients to leverage our years of research, to offer advanced quantitative concepts, but in an easy to follow package and delivery. We seek to deliver signals that are clear & concise and to deliver them in a timely manner upon the model values updating. For Allocation Sciences Signal services, will be applied to a Daily time series, thus values updated upon market close.
Hypothetically you have a $100K portfolio and you want to allocate $10K to SPY, but you also want to use 2 * margin..
Deploying various proprietary calculations:
The allocation model outputs 13% = Action = BUY $2600 worth of shares OR if you select to not use margin BUY = $1300 The next day after market closes, the Allocation % output reduces down to 10%, Action = Sell the 3% difference, which would be $600 or $300, depending if margin is used or not.
In essence, the allocation model simply outputs a %, which updates upon bar close. If the output is higher, you BUY the difference. If the output is lower, you Sell the difference. The output % can also go from 40% to 0%, in which case you close the position. Once the position is closed you have a hypothetical profit of $200. This is now added to your initial $10K allocation to SPY. This reinvests per trade profit to now equal $10,200. So when you apply the next Allocation output, its to the updated $10,200 value to compound results. Extremely simple to follow as a signal service or as software within your trading platform.
For those who prefer a higher degree of control & customization, that choose to purchase our allocation software/models, we have attached some general examples of some different applications, simply by changing some of the inputs within the model, or deploying additional Profit Target exits(per entry basis). You can see they can be tuned to various assets, but also for a wide range of performance preferences. For those who do not have much time or prefer to deploy a variant we design, our signal services are delivered & updated daily, and easily followed. Below is a general example of the email
structure:
SPY
YESTERDAY = 8%
TODAY = 15% -- ACTION = BUY 7%
QQQ
YESTERDAY = 65%
TODAY = 54% -- ACTION = SELL 11%
IWM
YESTERDAY = 77%
TODAY = 77% -- NO ACTION
XLP
YESTERDAY = 44%
TODAY = 0% -- ACTION = CLOSE POSITION
GLD
YESTERDAY = 0%
TODAY = 6% -- ACTION = BUY 6%
// ALL ACTIONS BUY & SELL ARE USING "CLOSE LIMIT" LOGIC. Emails will be sent to our subscribers after market close Mon-Fri. We may change the email structure as we continue to seek to improve both the quality of service & simplistic use for clients with various experience levels. We aim for our clients to leverage our years of research, to offer advanced quantitative concepts, but in an easy to follow package and delivery. We seek to deliver signals that are clear & concise and to deliver them in a timely manner upon the model values updating. For Allocation Sciences Signal services, will be applied to a Daily time series, thus values updated upon market close.
BEYOND Buy and Hold
Disclaimer: Equitysciences.com offers tools and services for investors and traders to assist in their individual trading decisions. These are not offered as guarantees of future performance. No representation is being made these products will generate profits. Each subscriber is responsible for their own gains or losses when utilizing these services. Equitysciences.com is not an investment advisor or commodity trading adviser and these products are available for the subscriber to implement using their own discretion.
Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.