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US Sector Climber

US Sector Climber

Sharpe RatioSharpe Ratio
1.5
Volatility TargetVolatility Target
10%
Max. LeverageMax. Leverage
1x

The US Sector Climber aims to outperform S&P 500 on a sharpe ratio basis by changing allocations to sectors more dynamicly and based on the sector's recent trend.

It takes correlations into account to minimize volatility; therefore it is expected the have better returns in down markets while tracking S&P closely in bullish markets.

The portfolio is rebalanced at multiple times daily, particularly when the underlying assets experience sharpe changes in expected returns, volatility, or correlations. The strategy targets at most 10% volatility. Access to the strategy is available through 1 delta or structured products replication.

Real Time Strategy Performance1

1) The performance presented herein by this interactive analysis tool is hypothetical, based on the assumption that a partfolio starts with an initial investment of $1,000 on 9/14/2022. The Strategy subsequently rebalances at multiple times daily according to the methodology outlined below. The performance is net of fees and transaction costs, but makes assumptions with regards to the cost of trading and the availability of certain assets.

Actual performance may therefore differ, and past performance is not indicative of future results. In compliance with SEC Rule 206(4)-1 the portfolio return is calculated using the time-weighted method; since there are no contributions or withdrawals, the time-weighted return is equal to comparing the current portfolio value to a past portfolio value according to the time period selected. To value the portfolio, last trading prices are used. The Strategy assumes that dividens are reinvested.

Strategy Access

1 Delta

The most straightforward, 1:1 implementation of the Strategy in your portfolio.

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FIA Replication

The index lends itself for upside participation due to its low volatility.

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Note Replication

We do not recommend using this index in a structured notes type of payoff as it is a low volatility product.

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Strategy Construction

The U.S. Sector Climber quantitative investment strategy (the Strategy) invests into 11 U.S. sector ETFs, and a gold ETF. To allocate between these investments, the Strategy performs a mean-variance optimization (MVO) at several points during the day using short term expected returns and volatilities, and longer term correlation estimates. Resulting weights are smoothed before they are translated into share numbers.

FAQFAQ

Frequently Asked Questions

For general questions please consult this page.
Questions specific to this strategy are answered here;
if you have additional Questions please email us at pm@glrtec.com

What does GLRUSSC1 stand for?

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GLRUSSC1 is the ticker for the US Sector Climber strategy. It can be broken down as follows:

GLR = name of technology form providing the index
US = focused on US market
SC = sector climber

In other contexts, these strategies are called sector rotators, but the idea is the same: allocate dynamically to the best performing sectors.

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The clever way to structure your investments

GLR Investment Advisory LLC ("GLRIA") offers automated financial advice and is a SEC Registered Investment Advisor. GLRIA's investment advisory services will be available only to residents of the United States. Disclosures concerning GLRIA's investment advisory services are available on its Form ADV filed with the SEC and can also be downloaded here: ADV Part 2A, ++Form CRS++.

The content on this website is for educational and informational purposes only and does not constitute a comprehensive description of GLR's investment advisory services.

By using this website, you understand the information being presented is provided for informational purposes only and agree to our Terms of Use and ++Privacy Policy++. GLRIA relies on information from various sources believed to be reliable, including clients and third parties, but cannot guarantee the accuracy and completeness of that information.

Nothing in this communication should be construed as an offer, recommendation, or solicitation to buy or sell any security.

No representation or warranty can be given with respect to the accuracy or completeness of the information, and is subject to updating, revision, and amendment. Additionally, GLRIA or its affiliates do not provide tax advice and investors are encouraged to consult with their personal tax advisors. All investing involves risk, including the possible loss of money you invest. Past performance is not a guarantee future performance.

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