SLEEVES

The sub-portfolios or "sleeves" can combined together or added to existing investment portfolios. Each sleeve rotates assets among its ETFs favoring the most resilient ETFs and avoiding the most vulnerable. By rotating assets in this way, you gain higher return and avoid some of the losses associated with the ETFs. Versions that do not use levered ETFs are available.

We use these sleeves to create the balanced portfolios for our individual subscribers.

Comparative Mixes

The loss-avoiding sleeves are not benchmark sensitive. The "upper risk mix" represents the return of the portfolios assets held at constant weights at the maximum exposure to the risk asset.
Comparative benchmark for the relative leadership sleeves is typically an equal-weighted mix of the assets included.

See note below about “w/Cluster Red” for the sleeve in position #2.

Source: CPM Investing LLC. Data using prices in USD, except as noted, sourced from Bloomberg, LLC. Backtested / hypothetical results do not indicate actual or future returns.

Current decision rules and parameters are used to simulate historical performance and portfolio statistics.

If and when the rules and parameters are revised, those revisions may affect previously reported simulated historical performance and portfolio characteristics.

Focused 15 Investing and Market Resilience Index are registered trademarks of CPM Investing, LLC

Model Portfolios of ETFs for High Return and Low Variability

SLEEVES

Reduction of Trade Clusters

Model Portfolios of ETFs for High Return and Low Variability

SLEEVES

Reduction of Trade Clusters

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