360Portfolios are powerful, risk-managed, investment models engineered to beat the market¹. The institutional-grade models are constructed around proven principles of finance and include our proprietary GuardRail Technology^tm designed to preserve principal during "Bear Market" corrections².  Performance is driven by a proprietary, real-time algorithm that screens to find the best opportunities, scores the risk, and periodically sets (& resets) asset allocations based upon current economic conditions and best opportunities³.

By its fundamenal design, 360Portfolios can significantly improve upon other investment methodologies widely in use. First, because 360Portfolios are driven by real time, dynamic market data instead of historical data and secondly, because as compared to Indexing, Buy & Hold, Fixed Allocation, Automatic Rebalancing,  Market timing, Multi-Variant Optimization (MVO) and other adapted sampling strategies, the 360Portfolios' investment method is inherently superior.  360Portfolios seeks to beat the market average while most strategies are "Average" portfolio return propositions as they hold through market corrections, reallocate to what is down, lead to over-concentration risk, and/or advocate active trading leading to high portfolio turnover resulting in greater costs and lower returns. The latest derivative versions of MVO strategy, like the Black-Litterman asset allocation methodology, are smoothing formulae that force portfolio diversification for greater risk control at the expense of return optimization. Moreover their reliance on past results as inputs for expected future returns has proved historically unreliable for optimizing portfolio performance. 

The 360Portfolios algorithm by contrast simply seeks to provide an investment edge. The bogey is simply to out-perform 'Average' by use of optimization methods to keep costs low, invest in the best profit opportunitiesa and control risks.  Rigorous back-testing with market data over the twenty year period from 12/1985 -12/2005 during Bull, Bear, and Range-bound Markets, suggests 360Portfolios offers superior efficacy and merit as an improved investment strategy.⁵  Performance of 360Portfolios' is not guaranteed to beat the market nor is profit assured. Rather the algorithm uses mathematical logic to counterbalance geometric loss. For example, a portfolio that has a $10,000 position that declines to $5,000 would incur a 50% loss in that position, and require a 100% return to breakeven. The 360Portfolios' methodology  realizes this unacceptable risk of loss and utilizes a baseline pivot set above the average (mean) with the objective of remaining above it. It's these fundamental mechanics to optimize by flexible asset allocation while avoiding loss that truly sets 360Portfolios apart.⁵
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¹360Portfolios are model portfolios and not mutual funds or bank pooled common trust funds. They are designed to produce returns in excess of their Market index benchmarks.  There is of course no guarantee that the 360Portfolios program will beat the market.      ²GuardRail Technology is the methodology for risk management and control. There is no guarantee that the 360Portfolios models will protect against principal loss particularly during a sudden, short term sell-offs of the market caused by some one-off political or economic event.  No promise is made that an investor using the 360Portfolios program will experience profits or losses similar to those illustrated. Past performance is no guarantee of future performance.                                                                                  ³Brinson, Hood & Beebower (1986) research study found that over 90% of investment return was explained by the asset allocation decision in a portfolio. Ibbotson & Kaplan (2000) subsequently confirmed this important finding supporting that Asset Allocation is the single most important portfolio investment decision.                                    ⁴Rmax formula for optimzed portfolios is adapted from John L. Kelly's work as cited in his publication entitled: "A New Interpretation of Information Rate," The Bell System Technical Journal, March 1956.  Kelly used Claude E. Shannon's equations on Information Theory first published by Shannon in his paper: "A Mathematical Theory of Communication," The Bell System Technical Journal, Vol 27, July, October 1948.  360Portfolios borrows from Kelly's work in optimizing asset allocation though it does so without probability forecasts of future returns and without application of the Kelly Criterion to allocate holdings.                                                               ⁵Research conducted by Lawrence York, founder and CIO of ProActive Advisors, LLC, an affilate of the company and a Registered Investment Advisory firm that provides the "We Do It" Advisor Assisted Trades.                                                               ⁶360Portfolios utilizes Value-At-Risk metrics combined with other technical indicators to mitigate and manage portfolio risk.