Our proprietary research is included with our Portfolio Management Consulting, or may be subscribed to independently
• Our published commentaries are all about simplifying the complicated – the most relevant data, with less noise, and succinct updates on economic and market developments.
• Premium subscriptions provide for customization of our monthly Monthly Market Recap and Quarterly Market Guide to subscriber’s primary branding (colors and logo) and contact information.
• Also included as part of our Research subscriptions is The Fund Guide – our carefully screened recommended list of ETFs and mutual funds across asset classes.
For Asset Managers and do-it-yourself Wealth Advisors, we offer Model Portfolio subscriptions which are delivered quarterly, and our V-Signal™ Monthly, all for DIY PMs. Two distinct strategies, 14 portfolio models:
Our V-Signal™ Monthly newsletter includes signals across global asset classes, all S&P sectors, and select industries. A detailed description of our proprietary signal methodology is offered below.
Based on extensive empirical research and Mr. Villagran’s first-hand experience through multiple market cycles, Genesia has gained confidence that significant information can be harnessed from relative price movements across global markets, asset classes, sectors and industries. Our proprietary quantitative measures of relative performance provide objective information about shifting market preferences at early stages of potentially long-lasting performance dispersions.
Our signals are derived from proprietary algorithms, and they provide clear, timely, and actionable information regarding which asset classes, sectors, and industries to emphasize and de-emphasize. Our V-Signal™ model portfolios apply our signals relative to benchmark strategic allocations. DIY’ers can apply our signals to their own strategic allocations, and/or within the parameters they apply within their allocation disciplines. The collective value of our signals in application is the potential to both improve portfolio returns and reduce risk.
We acknowledge that no method of analysis or investment strategy can guarantee a profit or guarantee the avoidance of a loss.
Our equity and bond asset class signals are formulated to provide fewer and more reliable signals ahead of extended periods of relative outperformance or under-performance. Our asset class signals are not intended for short-term tactical shifts, but rather to guide intermediate and longer-term allocation positions. Our asset class signal methodologies are based on monthly index price and total return data.
Our S&P sector signals are formulated to guide shorter to intermediate-term positioning. These signals are intended to aid
sector allocations within U.S. large cap equities, or they can supplement clients’ stock selection disciplines. Our S&P sector signal methodology is based on weekly SPDR ETF price data. We also apply similar algorithms to derive signals on selected prominent industries.
Our signal algorithms measure relative performance of a sub-category vs. the relevant broader category (i.e., MSCI All Country World Index for stocks, Barclays U.S. Aggregate Index for bonds, and S&P 500 for S&P sectors and select industries). Relative performance over the trailing 12 periods is assessed, with an emphasis on the most recent 3 periods. Signals are determined when the degree of weighted moving average relative performance exceeds static predetermined thresholds. The thresholds are based on relative performance variances which have exhibited predictive tendencies across historic market cycles.
Our monthly V-Signal Update publication includes 2 macro-asset class signals (i.e., stocks vs bonds), 11 global asset class signals, 11 S&P sector signals, and presently 6 industry signals.
Our equity and bond asset class signals are formulated to provide fewer and more reliable signals ahead of extended periods of relative outperformance or under-performance. Our asset class signals are not intended for short-term tactical shifts, but rather to guide intermediate and longer-term allocation positions. Our asset class signal methodologies are based on monthly index price and total return data.
Our S&P sector signals are formulated to guide shorter to intermediate-term positioning. These signals are intended to aid sector allocations within U.S. large cap equities, or they can supplement clients’ stock selection disciplines. Our S&P sector signal methodology is based on weekly SPDR ETF price data. We also apply similar algorithms to derive signals on selected prominent industries.
Our signal algorithms measure relative performance of a sub-category vs. the relevant broader category (i.e., MSCI All Country World Index for stocks, Barclays U.S. Aggregate Index for bonds, and S&P 500 for S&P sectors and select industries). Relative performance over the trailing 12 periods is assessed, with an emphasis on the most recent 3 periods. Signals are determined when the degree of weighted moving average relative performance exceeds static predetermined thresholds. The thresholds are based on relative performance variances which have exhibited predictive tendencies across historic market cycles.
Our monthly V-Signal™ Update publication includes 2 macro-asset class signals (i.e., stocks vs bonds), 11 global asset class signals, 11 S&P sector signals, and presently 6 industry signals.
