3Fourteen Research

3FOURTEEN MODELS

1. Real Asset Allocation

• Two-step process: Proprietary trend ranking + ML-based optimization.

• Scale into and out of positions.

• Built-in stop loss parameters to protect downside.

• Stay diversified while overweighting the strongest assets.

2. S&P 500 Drawdown Risk

• Dozens of indicators synthesized to predict the risk of an +10% drawdown in the next month.

• Four broad categories represented: Macro, Vol, Technicals, and Valuations.

• Probabilistic approach: “Risk” is not binary.

• Machine learning based predictions.

3. Sector Rotation

• Sector selection based on Trend, Flows, and Tactical ML.

• Precise weights rebalanced monthly and benchmarked to the S&P 500.

• Internal scorecard updated monthly.

• Sector Scorecard x-rays the model and reveals internal drivers.

4. Full-Cycle Trend Stock Selection

• Top 20 stocks from the S&P 500.

• New stocks added each month with turnover controls.

• Quality forms the system's base.

• Emphasis on finding the stocks that can outperform across the entire economic cycle.

5. Yield Optimizer

• 13 income assets including equities, bonds, REITs, and preferred stock.

• Two-step process: Proprietary trend ranking + ML-based optimization.

• Monthly rebalancing and performance tracking.

• Create income in all interest rate environments.

6. Core Real Asset Models

• Core Models covering Crude Oil, Gold, and Bitcoin.

• Each model is updated daily with component weightings.

• Market expertise helps us select the correct indicators.

• ML process allows us to combine and weigh appropriately.