Disclaimer for charts: Investors cannot invest directly in an index. Past performance is no guarantee of future results. Strategies striving to mirror an index will have different returns due to tracking error, management fees and trading expenses. STIR Research is intended for a professional audience for informational purposes only and is not a recommendation to buy or sell any security, nor is it intended as specific advice for any individual investor’s portfolio. STIR is NOT a registered investment advisor or broker-dealer. STIR provides experienced independent quantitative research.

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Performance

 

To really judge the effectiveness of any given strategy it is essential to look at its performance over a full market cycle. No one knows what the future will bring: will it be a series of great bull markets and weak bear markets, or just the opposite, a series of weak bull markets coupled with stronger bear’s. The only thing we do know for an absolute certainty is that we will go through a series of market cycles. Therefore the best way to judge any strategy is just how well it performs during a full market cycle.

 

For information regarding the methodology used to achieve the performance of any research group or index please take a moment to look at our methodology page.

STIR Research Historical

STIR Research Groups Historical

 

To really judge the effectiveness of any given strategy it is essential to look at its performance over a full market cycle. No one knows what the future will bring: will it be a series of great bull markets and weak bear markets, or just the opposite, a series of weak bull markets coupled with stronger bear’s. The only thing we do know for an absolute certainty is that we will go through a series of market cycles. Therefore the best way to judge any strategy is just how well it performs during a full market cycle.

Flexible Asset Allocation Research

Flexible Asset Allocation Historical

Flexible Asset Allocation (FAA) is universal in nature and not directed towards a specific fund family. Many investment platforms are available today that cover multiple families or ETF’s, where a multitude of asset classes are available. In the analysis of our FAA model portfolios, we are able to expand our research to cover different equity asset classes and bond classes. FAA model portfolios in this group are active and flexible. Each clearly identifies the leading asset classes for portfolio inclusion. Analysis also includes the STIR Market Environment Indicator (MEI), Relative Strength Analysis (RSA), and our Individual Fund Signal (IFS). Equity, bond selections, and allocations are constantly monitored and adjustments are made as leadership or the market changes.

Preferred Fund Family Research
Fund Family Research

Fund Family Historical

Fund Family Research (FF) begins with Quantitative Analysis; striving to identify leading asset classes and ranking all the individual funds within those asset classes with the greatest potential for appreciation given current market conditions. The fund and variable annuity specific tactical allocation goals are to identify the top four performing funds within the FF model portfolios family representing several different investment asset groups (style boxes, sectors, internationals, and specialty) of the market and to rotate into those strongest with the flexibility to change the asset mix as market conditions change. Diversification rules for the 4 equity positions are: no more than 3 different style boxes, no more than 2 internationals, and no more than 1 sector fund. Analysis also includes a Relative Strength Analysis (RSA) discipline for each of the FF model portfolios we have chosen. According to our overall STIR Market Environment Indicator (MEI), during a perceived bear market environment the portfolio could be 50% invested in the leading four funds, and 50% in a money market fund.

Market Leaders Index Research

Market Leaders Indexes Historical

 

You are familiar with the rewards of a bull market (rising prices) and the pain of bear markets (falling prices). However, most are not familiar with the striking difference between secular bulls and bear markets. A new secular bull market (a two decade period of generally rising prices) that will include a series of cyclical bull and bear markets (shorter intermediate term moves of ring and falling prices). But for you to grasp just how rare and significant a secular bull can be to your financial future, a better understanding is needed. The STIR Indexes have a goal to perform better, three times (3X) better than the 700% gain in the market in this new secular bull lasting until at least 2030. A 2100% gain is a possible goal if you perform 50% better in the rising markets and lose no more than the market during the declines. Index performance is hypothetical because you cannot invest directly into an index.

Preferred Fund Families Historical

 

Preferred Fund Family (PFF) attempts to utilize our best tactical research in style boxes, sectors and shorts: utilizing each at the most optimum time. At certain times portfolios will be fully invested in sectors (with 1.5x daily benchmark) and style boxes (no leverage used), or entirely short (with 2x daily benchmark). The time of being either fully long or fully short is determined by integrating STIR Research analysis, the STIR Market Environment Indicator (MEI), Relative Strength Analysis (RSA), and our Individual Fund Signal (IFS) of the market into the overall model. The next step is to determine which sectors and style box funds will be utilized when the model is bullish. If the market is bearish, in building this model we utilized the Nasdaq 100 on the short side until the end of 2004. Going forward, in a bearish market environment, the model had more short choices available in addition to the Nasdaq 100; the model also utilizes the Russell 2000, S&P 500, S&P Mid-Cap 400, and the Dow Jones Industrial Average.