Momentum Portfolios

Timing is Everything

As fate would have it, our original Momentum Portfolio was founded in September 1999 - only months before the onset of a major bear market. By maneuvering around the bear market minefield, however, our Momentum Portfolio kept equity drawdowns to a minimum and even profited from select positions that bucked the general market downtrend.

On January 1, 2007 we decided to restructure our Momentum Portfolio. We now offer dedicated Momentum Portfolio strategies for ProFunds and Rydex investors. Investing directly with these fund families instead of through a broker eliminates transaction fees and allows for a later trading cut-off time.

ProFunds and Rydex Strategies

We select mutual funds for our portfolios based on momentum characteristics and then exit our positions when a fund’s strength falters. We focus on intermediate trends, that is, periods of several weeks to months in duration. When we are unable to find uptrending funds that meet our requirements, we simply remain in a money market fund. Occasionally we'll invest in a shorting (bear market) fund.

When fully invested our ProFunds and Rydex Portfolios will each hold up to four positions. Some positions may have betas up to 2.0 times their underlying benchmark. Because we switch 100% into cash on sell signals, we consider the overall risk level of our newsletter model portfolios to be moderate.

25 Years of Investment Experience

We're not like other newsletters; we won't promise an outrageous rate of return. We simply offer our Momentum Portfolio track record, general timing model accolades, and many years of investment experience.