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Summit Stop Loss Models

The Summit Stop Loss Models help eliminate emotion by employing a tested portfolio management structure when the S&P 500 deteriorates with  proprietary stop loss and re-entry methodology. The three unique stop loss models are aggressive, balanced/moderate and conservative. These portfolios are equipped with both and Stop Loss and Market Buy Back feature. If the S&P closes down 12% or greater than its peak value, the Stop Loss will trigger a flight to safety by selling all equities in the portfolios and reinvesting into bonds. When the market recovers be a predetermined percentage from its low, the market buy back feature is triggered, resulting in reinvesting into equities. The goals of these portfolios are simple: Eliminate emotion through a systematic portfolio management structure, let the market fluctuate by employing a proprietary stop loss and re-entry methodology, and participate early during stabilized market recovery.

The Summit Multi-Trigger Overlay

The Summit Multi-Trigger Overlay is a mathematical approach which employs a proprietary multi-facet methodology to tactically mitigate downside risk. The strategy employs three algorithmic technical indicators or “triggers” that independently dictate either a risk-on posture (invested in equities) or risk-off posture (invested in high quality bonds). These three triggers are the Stop Loss,  Tactical Overlay and  Market Trend Indicator. Unlike a traditional light switch which is either “on” or “off”, you can think of the Multi-Trigger Overlay like a dimmer switch, which can “dial up or down” risk based on the severity and type of market condition at any given time. Having three different independent tactical indicators provides risk-on/risk-off diversification with the goal to help navigate varying market conditions. While no strategy works perfectly in every market environment, attempting to minimize large losses during prolonged bear markets can dramatically help preserve and increase wealth over time.

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Summit Duel Momentum Sector Strength Portfolios

Summit Capital Solutions (SCS) Dual Momentum Sector Strength Portfolios provides exposure to 4 top-ranked broad U.S. economic sectors based upon SCS relative strength ranking methodology. The strategy seeks to capitalize on the historical tendency of sectors to diverge from one another through the course of major US equity market cycles. By seeking to identify positive sector performance trends in a timely fashion, this divergence may create a sustainable source of opportunity for sector rotation strategies.  When fully invested, initially the top four sectors are selected and kept within the rotation of our proprietary turnover solution. After last trading day of the month our dual momentum methodology is applied and trades will be placed on the first trading day of the month. If cash is outperforming any of the top four sectors we would invest 25% in a cash position (1 month T bill) will replace that sector(s). If cash is outperforming any of the top four sectors we would invest 25% in a cash position (1 month T bill) will replace that sector(s). Cash can represent 25%, 50%, 75% or 100% of the equity portion of each of the portfolios. The result is a model in which focuses on the best performing sectors during an upmarket, while defending against prolonged bear market scenarios.

Summit Risked Managed Top 5 Sectors Strategies

This strategy is powered by Alpha Vee Solutions, an index provider, and systematically evaluates up to (3) "risk lenses" which are selection, sector and market risks. Selection risk is managed by selecting equity positions based on combined multi-factor scores of value and quality metrics. Sector risk is managed by identifying, through a proprietary fundamental momentum metric and weighting to their respective benchmark weights, the top 5 sectors likely to accelerate in the period. Market risks are dynamically and tactically allocated to a variable treasury allocation from 0% and 100%. The index at any period can dynamically tilt to holding up to 100% equity positions, a bond position/s, or a blend of both. This disciplined and systematic approach is rebalanced and reconstituted quarterly.