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The portfolio trades are found within the monthly Alpha Sheet PDF document. Download a Sample
Portfolio Strategy Weighting
Current Portfolio Asset Allocation


Setting Shorter Term Expectations


Granular Performance Analysis
Leads Lags
Total Months 130 82
% of Months 61.3% 38.7%
Average Diff./Month 2.8% -2.3%
Annualized Alpha 2.8%
Portfolio Design Analysis