Abstract: An adaptive closed loop decision engine outputs actionable alerts regarding asset holdings and allocations to reduce investment volatility and improve returns over market and sector cycles without unnecessary trading activity. The decision engine performs a statistical analysis on pricing trends that generates threshold decision points for investing in or avoiding assets and for determining asset allocation weightings within a portfolio.

Abstract: An adaptive closed loop decision engine outputs actionable alerts regarding asset holdings and allocations to reduce investment volatility and improve returns over market and sector cycles without unnecessary trading activity. The decision engine performs a statistical analysis on pricing trends that generates threshold decision points for investing in or avoiding assets and for determining asset allocation weightings within a portfolio. The engine operates in a way that yields higher returns, dramatically reduces maximum drawdown and lower volatility over market cycles. It identifies conditional probabilities, when they exist, to establish decision parameters that are applied to individual investment vehicles or to portfolios of investments. If asset pricing were a purely random event, then no conditional probability advantage would exist to yield a statistical benefit. However, historical data and empirical evidence indicate that for broad market indices and many investable assets (e.g.

Abstract: An adaptive closed loop decision engine outputs actionable alerts regarding asset holdings and allocations to reduce investment volatility and improve returns over market and sector cycles without unnecessary trading activity. The decision engine performs a statistical analysis on pricing trends that generates threshold decision points for investing in or avoiding assets and for determining asset allocation weightings within a portfolio. The engine operates in a way that yields higher returns, dramatically reduces maximum drawdown and lower volatility over market cycles. It identifies conditional probabilities, when they exist, to establish decision parameters that are applied to individual investment vehicles or, to portfolios of investments. If asset pricing were a purely random event, then no conditional probability advantage would exist to yield a statistical benefit. However, historical data and empirical evidence indicate that for broad market indices and many investable assets (e.g.