Band Filter
A long/short model that rotates between the NASDAQ-100 and cash to capture upside while sidestepping major drawdowns.
Through the 2000–2002 and 2008 drawdowns that cut the index by more than half, the model preserved capital and kept compounding — the entire argument of the strategy, visible in a single line.
For this audience, drawdown carries equal weight to return. The benchmark surrendered more than half its value twice; the model's worst case was held to −18.74%.
Capture the index's growth — without the deep drawdowns.
Band Filter is a tactical model on the NASDAQ-100. Each week it evaluates market conditions and decides whether to be invested in the index or to step aside into cash (money market).
It is invested roughly four out of every five weeks; the rest of the time it sits in cash, out of risk. The goal is not to beat the index every month — it is to capture the index's long-term growth while avoiding the deep, multi-year drawdowns that define buy-and-hold investing.
Everything an auditor would ask for.
All performance shown is hypothetical and back-tested — it does not reflect actual trading with client assets and has inherent limitations (designed with the benefit of hindsight; may not reflect the impact of real market conditions). Past performance is not indicative of future results.
Results are gross of fees; transaction / custodial fees and taxes are not reflected and would reduce results. This is not an offer to sell or a solicitation to buy any investment. Charts use representative illustrative data; final disclaimer wording to be confirmed with counsel / compliance.
The strategy is live. The conversation is private.
For qualified investors and institutions. Tell us about your mandate and we'll be in touch.
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