We provide asset allocation research to professional investors, including:
Our two proprietary sentiment indicators support these products. Our indicators forecast sentiment cycles related to investor emotion rather than cycles related to economic developments (e.g., business cycle, credit cycle).
The RTD series tells us when investors are likely to put a positive or negative spin on future news and events. The MRI tell us when they have done so and to what degree. During times of market stress, the RTD and MRI move together more closely. We describe how they work together here.
Investment managers using fundamental, macroeconomic, technical, and other methods can improve their implementation strategies using our indicators and sentiment forecasts. Any insights an investment manager has about future events and market conditions can be enhanced by more accurate timing of implementation. See this page for use cases.
Our focus to date has been on developing the RTD related to the investors in the US stock market, as measured by the DJIA (Why DJIA?).
We create MRI for a wide range of stock, bond, commodity, and currency indexes. We use them along with price trend and return reversal metrics to create multi-asset ETF sleeves that rotate assets among ETFs representing different asset classes.
Range of Products to be Offered
CPM plans to provide professional investment managers with the products profiled in the table below.