The Prometheus S&P 500 Program aims to outperform the S&P 500 over a full investment cycle. The program will strive to achieve this objective by leveraging a combination of Sector Selection, Beta Timing, Active Overlays, and Dynamic Risk Control. Our S&P 500 Program can be integrated with our Crisis Protection Program, which seeks to offer a portfolio diversifier during periods of economic and financial instability by blending active, long-only exposure to Gold, TIPS, and VIX.
This week, we also offer an active overlay through our Energy Program. The Energy Program seeks to provide exposure to the energy complex using our short-term timing measures. The objective of the Energy Program is to provide dynamic exposure to energy that can complement equity and fixed-income portfolios.
For context, we visualize the live returns for our Integrated Program below:
Our programs are operating in line with their long-term expectations. As we approach the one-year anniversary of the program, we continue to seek to add more signals and return streams to further improve long-term expected performance. Below, we share the simulated historical performance of our Integrated Program:
To today’s note. The team is hard at work on a variety of research projects; as such, we will publish in “positions-only” format. Today, the S&P 500 Program is positioned as follows:
