Background on our core model

The LongShortSignal.com traditional model portfolio is our flagship traditional assets portfolio made up of the best quantitative investment ideas generated by our traditional asset models (excluding crypto) across the entire spectrum covered by LSS signals. If we ran a hedge fund without the ability to invest in any type of crypto assets, this is how we would invest. The signals used to build our model portfolio include our freely available S&P500 model, but also a wide range of other traditional models including for instance US Treasuries, emerging market debt and equity, gold, oil and currencies. On a monthly basis we rebalance to pick the most promising assets from a fundamental perspective.

On a weekly basis, the portfolio weights are adjusted based on the "win rates" of the underlying models, with models that have recently been more successful being favored, and on a day to day basis the position taken is dynamically determined by our long/short signals per asset class resulting from price movements in the days before. As a final step, adjustments are made to ensure that risk contribution of each individual asset stays below approximately 20% of total portfolio risk. Our model portfolio does not employ any leverage. Please sign up for a LSS premium account if you want to have real time access to our model portfolio constituents and updates as they come in.