Risk Profile: Conservative Growth/Income
The Harvest Advisors Flexible Bond Program (“Harvest”) utilizes a momentum-based quantitative model to identify overbought and oversold conditions in the 30-year U.S. Treasury Bond. The Program is very selective in identifying high probability trades, long and short at extremes, and will spend a significant amount of time in cash.
Portfolio Diversification and Correlation Analysis:
When diversifying your portfolio, it is important to understand how each strategy correlates to your other positions. We believe the key to long-term success is how you weave a number of low-correlating strategies into your portfolio and manage those allocations over time.
For an explanation on strategy correlation and comparisons to other indices, click on the Correlation Matrix link on the right. A 1.00 correlation would be a perfect correlation. A 0.000 correlation reading would imply a non-correlation. Generally, readings below 0.50 reflect a low-correlation.
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