Technical Factors

Technical Factors

Factor investing is a key driver of investment management today. Yet, despite its conceptual appeal and widespread implementation, the approach has delivered mostly average results.

Keller Partners takes factor research in a different direction . . .

Status of the KP Trend Model

Status of the KP Trend Model

Over time, the performance of the stock market determines 70% – 80% of the performance of your self-directed retirement account.  Success at managing your investments is mostly about managing the trend of the markets and just a little bit about fund choices or selection of individual investments.

Analyzing Market Trends

Analyzing Market Trends

At the end of the day, market trends, not investment selections, dominate the performance of an investment portfolio.

Forecasting these trends is a challenging undertaking, but it is critical that an investment manager make the effort. Even a partially-successful approach to managing market risk is likely to significantly impact volatility and portfolio drawdown. Effective trend analysis efforts make a huge difference.

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Trend Condition Green

The KP Trend Model returned to a Green status effective the close on November 17,...

History of the Trend Model 1999-2005

Our trend analysis processes have significantly enhanced risk-adjusted returns over...

History of the Trend Model 2006 – 2012

Model Reduces Drawdown Significantly — Improves Sharpe Ratios

History of the Trend Model 2013 – 2018

An Index Investment Managed by the KP Trend Model — Improved Returns and Reduced...

The KP Long-Term Trend Model

The Long-Term Trend Model is...

The KP Intermediate Trend Model

The Intermediate-Term element of our trend analysis process shifted to a positive...

Active Index Portfolios

The KP Trend Model can significantly enhance the risk-adjusted performance of an index...

Top-Down Exposure Management for the S&P 500 Index

The KP Trend Model adds significant value to the investment performance of an unmanaged...

Top-Down Exposure Management of the Nasdaq 100 (NDX) Index

The KP Trend Model adds significant value to the performance of a buy/hold Nasdaq 100...

An Active, Risk-Managed NDX Investment

Monthly Return Patterns and Performance Metrics for a risk-managed Investment in the...

Shorter-Term Tactical Tools

Building Blocks of our Trend Analysis Models

Short-Term Mean-Reversion

This study is based on internal market data and features volatility-sensitive boundaries.

Tactical Management

This graphic provides a guide to the terminology of the next...

Exposure Adjustments within the Positive Intermediate-Term Trend

This Study provides additional guidance on exposure to US equities, based on the...