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We develop intelligent, rule-based portfolio strategies for investors

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Logical Invest Investment Outlook - July 2018
General investor sentiment is quite bearish. The most recent AAII Investor Sentiment survey shows only 28% of investors believe the markets will do well in the next 6 months, while 40% are bearish and 30% are neutral.
ZIV/MYRS – How To Go On After The Crash
This VIX Future spread price of -1.30$ is a very rare occasion. Normally the curve is in contango which means that the further out a VIX future is, the more expensive it is.
Logical Invest Investment Outlook - August 2017
The VIX index hit a record low on July 26th, falling temporarily to 8.84, a level last seen back in 1993. Moreover the index stayed under the 10 level for 10 consecutive days showing persistence.
Logical Invest Investment Outlook - July 2017
The U.S. Federal Reserve raised its benchmark federal-funds rate on June 15th by a quarter percentage point and hinted to further hikes. Individual investors remain skeptical of the bull market as the AAII survey shows 43.4% being neutral.
Logical Invest Investment Outlook - May 2017
As we are heading into early summer, most assets classes are performing well partly due to a weakening U.S. dollar. Domestic equity continues to reach new highs, foreign and emerging equity markets are up.
The Long-Short US Sector Rotation Strategy
The following paper will explain how to build a U.S. sector rotation strategy which allocates dynamically between 4 different long US sector rotation strategies and one short US sector rotation strategy.
Logical Invest Investment Outlook - April 2017
For the second time in three months, the Federal Reserve increased its benchmark interest rate a quarter point taking the overnight funds rate to a target range of 0.75 percent to 1 percent.
EC Strategies For Trading Inverse Volatility
If you trade inverse volatility, which means going short VIX, you play the role of an insurer who sells worried investors an insurance policy to protect them from falling stock markets.
One Approach To Rational Retirement Plan Investment Allocations
The universe of options for a conservative retiree who would like performance as well as low risk in a simple, low-cost, stand-alone investment has proven difficult to find.
Logical Invest Investment Outlook - January 2017
For 2017, we know better than to publish predictions or political and financial analyses. Suffice to say that we are aware of the major geopolitical changes and the large forces sweeping through the globe. We move forward into 2017 with uncertainty.
Portfolio Builder Update January 2017 – Markowitz Modern Portfolio Theory
We use past returns, volatilities and co-variances to determine an optimum fixed-weight allocation among our different strategies: either to Maximize the Sharpe Ratio (Risk/Return), target a comfortable volatility level or limit historical drawdown.
Enhancement Of The Treasury Hedge In Our Strategies
With rising rates and inflation, long term treasuries lose a part of their value as a safe haven asset. Their hedging value depends mainly on the speed interest rates go up.
Investment Outlook - November 2016
Recent surveys show that fund managers have increased cash positions while outflows from equity funds are at historically high levels. From a contrarian point of view this could be considered market positive.
Investment Outlook - October 2016
Following a quiet summer, volatility has increased this past month. It was first introduced in the bond market as participants became concerned about an upcoming rate hike as well as the effectiveness of central bank policy.
Investment Outlook August 2016
Sentiment across mainstream media remains cautious despite the S&P500 index breaking to a new all time high, on July 8th. Many investors continue to perceive both the S&P and Treasuries as overpriced and due for a correction.
Logical Invest Investment Outlook - July 2016
The big event for June was the British E.U. membership referendum. Contrary to widespread expectations, Britain’s vote was in favour of leaving the Eurozone.
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