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Case Study : Hedge Fund “Common Assets” Performance -
October 2015
Buy+Hold VS. FSC Cycle Based Methodology
http://foundat...
Stocks Reviewed:
AAPL Apple, Inc. BRKB, Berkshire Hathaway, B share
GE, General Electric GILD, Gilead Sciences, Inc.
GLD ,...
Case Study : Buy + Hold comparison to cycle based Buy + Sell strategy
HEDGE FUND SAMPLE PORTFOLIO
Portfolio Illustration
T...
The stocks used were, AAPL, VNQ, GLD ETC.,
As an example;
Period A $SPX was up 44.36% Florida Hedge Fund Sample stocks +50...
Period A Capital Buy & Hold % FSC Cycle Buy & Sell% FSC Cycle Buy Only% FSC Cycle Sell Only%
1/2/2013-1/2/2015 $160,000.00...
Contact The Foundation for the Study of Cycles
David Perales, CEO
Phone: 505-814-6911
Email: Admin@cycles.cc
Mailing Addre...
http://foundationforthestudyofcycles.org/
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Cycle Study shows as much as 86% return over Buy+Hold

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Case Study comparing Cycle methodology against traditional Buy+Hold strategy for common hedge Fund Investments. Shows cycle strategy with as much as 86% greater returns over set time periods

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Cycle Study shows as much as 86% return over Buy+Hold

  1. 1. Case Study : Hedge Fund “Common Assets” Performance - October 2015 Buy+Hold VS. FSC Cycle Based Methodology http://foundationforthestudyofcycles.org/
  2. 2. Stocks Reviewed: AAPL Apple, Inc. BRKB, Berkshire Hathaway, B share GE, General Electric GILD, Gilead Sciences, Inc. GLD , SPDR Gold Trust Shares, ETF IWM, iShares Russell 2000 ETF JNJ, Johnson & Johnson LQD, iShares IBoxx Investment Grade Corporate Bond Fund, ETF MDT, Medtronic, Inc. MSFT, Microsoft Corp. QQQ, PowerShares QQQ Trust, ETF SPY, SPDR S&P 500, ETF USO, United States Oil Fund, LP VNQ, Vanguard REIT VIPERS, ETF WFC, Wells Fargo & Co. XOM, Exxon Mobil Corp. http://foundationforthestudyofcycles.org/
  3. 3. Case Study : Buy + Hold comparison to cycle based Buy + Sell strategy HEDGE FUND SAMPLE PORTFOLIO Portfolio Illustration This HEDGE FUND SAMPLE Portfolio assumes holdings of AAPL, BRKB, GE, GILD, GLD , IWM, JNJ, LQD, MDT, MSFT, QQQ, SPY, USO, VNQ, WFC, & XOM, took a selected cycle from that asset and implemented if for 3 time periods. The first time frame, Period A was +/- January 1, 2013 through +/- January 1, 2015. The second time frame, Period B was +/- January 1, 2015 through +/- July 31, 2015. During this period the optimal cycle from Period A was used without prices, which were added at the end of Period B. The Period C was +/- January 1, 2013 through July 31, 2015 and the optimal cycle from Period A was used to document the Period C performance. The historical prices were used to determine an optimal cycle for using long and short positions concurrent upon previous trade exit. The price is shown for Buy & Hold, Buy & Sell, and Buy only where instead of shorting after the Buy trade was exited the accumulated investment was held in cash. This hypothetical made no accommodations for trade costs, and prices of each asset were adjusted for dividends and interest. This was assembled based on the Largest Holdings shown as a common investment among the worlds majority of active hedge funds – You may or may not have investments in some or all of the examples used. http://foundationforthestudyofcycles.org/
  4. 4. The stocks used were, AAPL, VNQ, GLD ETC., As an example; Period A $SPX was up 44.36% Florida Hedge Fund Sample stocks +50.61% Cycles Buy only +61.22% Cycles B&S +73.76% Period B $SPX was up 2.18% Florida Hedge Fund Sample stocks +3.36% Cycles Buy only +4.61% Cycles B&S +5.15% http://foundationforthestudyofcycles.org/
  5. 5. Period A Capital Buy & Hold % FSC Cycle Buy & Sell% FSC Cycle Buy Only% FSC Cycle Sell Only% 1/2/2013-1/2/2015 $160,000.00 $233,407.89 $274,374.82 $248,792.32 $175,596.60 45.88% 71.48% 55.50% 9.75% Period B Capital Buy & Hold % FSC Cycle Buy & Sell% FSC Cycle Buy Only% FSC Cycle Sell Only% 1/2/2015-7/31/2015 $ 160,000.00 $161,258.37 $171,660.03 $167,106.64 $165,673.46 0.79% 7.29% 4.44% 3.55% Period C Capital Buy & Hold % FSC Cycle Buy & Sell% FSC Cycle Buy Only% FSC Cycle Sell Only% 1/2/2013-7/31/2015 $160,000.00 $236,902.60 $291,167.16 $261,359.01 $183,333.36 48.06% 81.98% 63.35% 14.58% Buy & Hold % FSC Cycle Buy & Sell% FSC Cycle Buy Only% FSC Cycle Sell Only% 1/1/2013 $ 160,000 $ 160,000 $ 160,000 $ 160,000 Net gain 7/31/2015 $ 236,903 $ 291,167 $ 261,359 $ 183,333 22.91% Terrance O'Neil, Director of Private Services at the Foundation for the Study of Cycles t.oneil@cycles.cc http://foundationforthestudyofcycles.org/
  6. 6. Contact The Foundation for the Study of Cycles David Perales, CEO Phone: 505-814-6911 Email: Admin@cycles.cc Mailing Address: 2001 E Tahquitz Canyon Way Palm Springs CA 92362 Disclaimer The information provided by The Foundation For The Study Of Cycles is for your general use and is not intended to address your particular requirements. Appropriate independent advice should be obtained before making any investment decisions. The Foundation For The Study Of Cycles does not arrange the buying or selling of investments. Any arrangement made between you and any third party Broker to arrange a purchase or sale of an asset class is at your sole risk and responsibility. Trading the Forex, Equity Indices, and Futures is not suitable for inexperienced investors. You should carefully consider whether trading is appropriate for you in the light of your experience, objectives, financial resources and other relevant circumstances. The market recommendations that we provide do not constitute an offer to buy or sell, or the solicitation of an offer to buy or sell, any Forex, Equity, Indices, and Futures Contracts. Whether a Contract or other transaction is appropriate or proper for you is an independent decision by you. Our market recommendations are based solely on the judgment of our personnel. Our market recommendations are based upon information believe to be reliable, but we cannot and do not guarantee the accuracy or completeness thereof or represent that following such recommendations will reduce or eliminate the risk inherent in Forex, Equity, Indices and Future trading. There are no guarantees of profit or freedom from loss in FOREX, Equity, Indices, and Future trading. We offer no guarantees from us or from any of our representatives. You are aware of the risks inherent in Forex, Equity, Indices, and Futures and have to be financially able to bear such risks and withstand any losses incurred. http://foundationforthestudyofcycles.org/
  7. 7. http://foundationforthestudyofcycles.org/

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