OUR CUSTOM INDEXES

We develop custom indices to capitalize on both bull and bear markets. These include:

Sharpe Equity Indices: Our Sharpe Equity Indices employ a smart beta allocation of stock investments. One index consists of ETFs, while the other comprises individual stocks.

Our rigorous methodology for including or excluding components focuses on beta and Sharpe Ratio strength. Component selection is conducted annually.

Multi-Asset Stock Hedge (MASH) Index: Non-stock assets have historically performed well during stock market downturns. For instance, certain bonds—such as Treasury Inflation-Protected Securities (TIPS), zero-coupon Treasuries, longer-term Treasuries, and municipal bonds—tend to thrive.

Bonds aren’t the only assets that benefit during stock selloffs. Safe-haven currencies, such as the U.S. dollar, Japanese yen, and Swiss franc, often appreciate. Gold has also proven to be an effective hedge against significant stock market losses.

The Multi-Asset Stock Hedge (MASH) Index offers a diversified approach to stock hedging. It utilizes ETFs across a broad range of asset classes, providing investors with an alternative to shorting stocks or relying on a single asset class.

Probable Range Index (PRI): The Probable Range Index (PRI) quantifies price trends—short-, intermediate-, and long-term—using a percentile scale for major stock, bond, and volatility indices. The PRI is designed to identify periods when reversals are highly likely.

For example, when stocks reach record highs and approach the upper limits of technical trend peaks, the PRI enables us to lock in gains at the top of a risk range. Similarly, it helps us add risk near trend troughs with a high probability of successful “buy low” opportunities.

In summary, our proprietary indices help portfolios thrive in uptrends, downtrends, and choppy market environments. You can learn more about them by contacting Rob or Gary at 1-888-500-4279 or info@mypacificpark.com.