INNOVATIVE MODELS FOR SPOTTING ALPHA
PER Models allow you the potential to spot changes in the bull/bear equity cycle and changes within that cycle before other market participants. Pick your relevant time frame, in order to better manage cyclical risk and reward. All PER models are statistically defined in-depth within PER Interactive™, for your pertinent review and interpretation.
Redefining how you view global market cyclicality through breadth research.
The improved intelligence of modern technology, has allowed Price Equity Research to innovatively develop and effectively analyze breadth research. The world was believed to be flat, before it was discovered to be round. PER has placed many pieces of the dynamic equity cycle puzzle together, in order to give you game changing research.
PER’s brand of breadth research leads all other methods of analysis, including technical, fundamental and economic. As a sophisticated investor or an institutional maverick, who seeks exceptional knowledge to increase alpha and mitigate risk, you will find PER models of exceptional value.
PER Long Term U.S. Breadth Barometer-Breadth Record
REVOLUTIONARY PER MODELS
All PER Models surround the Indexes, Sector & Industries and Derivatives breadth that we track in the U.S. and throughout the world. They identify seasonal equity turns within the current year and within the larger four-to-six-year cycle.
The PER Models for spotting alpha opportunity within different time frames include the following:
PER MODELS (PRIMARY)
- Long Term U.S. Breadth Barometer
- Price Model-Short Term
- Dollar Volume In (DVI)
- Dollar Volume Out (DVO)
- Dollar Volume Cumulative (DVC)
- Price-Volume Down
- Price-Volume Neutral
- Price-Volume Up
- Annual Pattern
- Annual Trend
IN ACTION SNAPSHOT: PER SHORT TERM U.S. PRICE MODEL
Since the U.S. S&P 500 Futures have existed in 1982, PER has determined that occurring price swings have very precise price characteristics, before a swing changes actual direction.
This model has not had a negative return year since 1982, and it has outperformed the S&P 500 return 7 to 1 (since 1998). Its conceptual development was not for an alpha trading model, but to determine short term swing direction in advance of it occurring. This model will permit you to anticipate directional swing changes or a non directional market in general, within the current year.
Like all PER models, it is statistically defined in-depth within PER Interactive™, for your pertinent review and interpretation.
See the stats snapshot of 2007-2012 below:
|TITLE||PER ST U.S. PRICE MODEL*||S&P 500|
|*PER ST U.S. PRICE MODEL % returns and S&P 500 % comparison returns are based upon total S&P 500 points captured from swing change to following swing change, for the particular calendar year thru long/short S&P 500 positions (daily close).|
|2007 TOTAL RETURN||29.50%||3.53%|
|2008 TOTAL RETURN||65.30%||-38.49%|
|2009 TOTAL RETURN||27.27%||23.45%|
|2010 TOTAL RETURN||51.79%||12.78%|
|2011 TOTAL RETURN||35.42%||0.00%|
|2012 TOTAL RETURN||25.98%||13.41%|
IN ACTION SNAPSHOT 2: PER PRICE (MO) MOMENTUM MODEL
The PER Price (MO) Momentum Model is a statistical based mean reverting model that leads price and may be applied to any security containing its own price. It is used to lead price turns and define the internal price strength of the underlying security. PER (MO) defines price risk and its movements before price directionally moves.
PER INTERPRETS ALL MODELS FOR YOU (SNAPSHOT)
All leg work involving PER models is completed for you. Not all price will be captured all the time, but to help you price allocations are posted before market turns. Who wouldn't want this knowledge?
Identify shorter term price swings before they occur with the PER ST U.S. Price Model and other PER Models through PER Interactive™ an online and interactive breadth research platform.
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