DATA MANAGEMENT SYSTEM AND METHOD

摘要

A non-emotional system and method for identifying and promptly reacting to macroeconomic and business cycle trends and allocating investment assets accordingly to optimize investment portfolio returns and reduce investment portfolio systematic risk. A preferred embodiment includes a set of indicator signals which tend to indicate and/or respond to recession-like conditions. The indicator signals are based on analysis of multiple known economic data sets. The data sets are manipulated, smoothed, and/or analyzed, and the indicator signals are triggered when certain predetermined patterns within the data occur. In a preferred embodiment, when two or more indicator signals are triggered, pre-recession conditions are determined to exist, and the investment markets are closely monitored. If two or more of the indicator signals are activated and the investment markets trend downward, tactical assets are moved from equity investments to more stable fixed income investments in stages.

主权项

1. An algorithm-based system for managing data based on predefined variable conditions, which system includes:
multiple, progressive levels of predefined conditions varying over time; each said condition being defined by an index including quantities varying over time; said time-varying index quantities comprising a systematic data index and multiple data sets each including a predetermined indicator trigger; said algorithm reclassifying said condition levels based on said time-varying index quantities defined as: if any two or more of said multiple data set indicator triggers are met, reclassifying from the lowest alert condition level to the next progressive condition level, and if classified at any condition level other than the lowest alert condition level, reclassifying to the next higher alert condition level if said systematic data index is trending downward a predetermined amount and reclassifying to the next lower alert condition level if said systematic data index is trending upward a predetermined amount; and said time-varying index quantities being averaged on a rolling basis according to the algorithm: the sum of time-varying index quantities for a predetermined time period divided by said time period.