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NAAIM Shark Tank Preliminary Competition OUTLOOK 2015 D+W Sector John Dauble+Worthington Rotation Worthington Equity Portfolios November 3 High Yield Plus Paul Signal Research Cunningham Group, LLC 4csns2.0 Stanley Four Seasons Capital Linsenbardt Growth NDX Trading Mark Pankin MDP Associates, LLC Dynamic Andre Lister Signaline Allocation Model Investments LLC KKM Enhanced U.S. Jeff Kilburg KKM Financial Equity Fund D+W Sector Rotation John Worthington Dauble+Worthington Equity Portfolios D+W Sector Rotation Model Why Sector Rotation? This University of Chicago study published in Investor's Business Daily suggests the true cause of stock movement. Causes of Price Movement Typical Resource Allocation 10% 10% 31% 49% 20% 80% Sector Company Market Sector Company Market Source: Investor's Business Daily, "Check Out Industry Rankings Before You Purchase a Stock" by Nancy Gondo Sector Rotation Goals • Identify outperforming sectors of the market • Add diversification to existing portfolios and lower market correlation • Avoid generational losses *All data presented on this page reflect only completed (hypothetical and real) trades from 12/31/2001 through 6/30/15. Please see our complete tear sheet for more details and disclosures at www.dwequity.com. Sector Rotation Rules • Investment universe: ProFunds 19 sector funds, in addition to cash. • At any given time, the portfolio may invest in up to 5 sectors. • Relative strength measures are used to determine the strongest sectors on an intermediate term basis (average trade lasts about 5.57 months). • All sectors to be included in the model must also be outperforming cash and the S&P 500. • During periods of market decline, (money market favored over S&P 500 long term) model will move 100% to cash. *The Sector Rotation has been back tested to 12/31/2001. The backtested portfolio began 12/31/2001. Actual money traded began 1/31/2010. Please see our complete tear sheet for more details and disclosures at www.dwequity.com. Long or cash? Since 12/31/2001 our long-term market trend indicator has experienced two long periods and two cash periods: Date Range S&P 500 D+W Sector performance Rotation 12/31/2001-6/4/2003 downtrend (cash) -13.76% -4.42% 6/5/2003-7/2/2008 uptrend (long) 27.41% 166.01% 7/3/2008-3/26/2009 downtrend (cash) -34.05% -1.49% 3/27/2009-9/30/15 (long) 130.53% 152.89% D+W Sector Rotation performance vs. S&P 500 Total Return Index* through 9/30/15 D+W Sector Rotation: Compound ROR: 14.37% Annualized Standard Deviation: 21.05% S&P 500 Total Return: Compound ROR: 5.92% Annualized Standard Deviation: 14.60% D+W Sector Rotation S&P 500 TR Growth of $1,000* *The D+W Sector Rotation has been backtested to 12/31/2001. The backtested portfolio began 12/31/2001. Actual money traded began 1/31/2010. Please see our complete tear sheet for more details and disclosures at www.dwequity.com. Benefits of D+W Sector Rotation • Efficient trading using • Proven 5+ year real track ProFunds UltraSector Funds record • Transparent performance • Independently verified updated daily via our performance (Theta Research) website • 100% mechanically driven • Easy for clients to following technical signals understand and believe • No shorting, infrequent trading, 1.5x leverage How to partner with Dauble+Worthington • Model traded at Trust Company of America (Money Managers X-Change (MMX)) and ProFunds through solicitation agreement • Custom branded tear sheets to match your firms’ look and feel • Competitive payout to solicitor • Signals also available through lease agreement Contact info: Jon A. Dauble - [email protected] John A. Worthington - [email protected] 3116 E. Morgan Ave., Ste. A. Evansville, IN 47711 812-401-8700 dwequity.com Please visit our website for more information and important disclosures. https://www.dwequity.com High Yield Plus Paul Cunningham Signal Research Group, LLC HIGH YIELD BOND PLUS For professional use only. Not intended for the public. GROWTH OF $100,000 $700,000 SRG HY PLUS $600,000 SRG HY $500,000 Lipper HY $400,000 $300,000 $200,000 $100,000 $0 Live trading began in December of 2014. UNDERWATER GRAPH - HY UNDERWATER GRAPH – HY 0% 0% PLUS -1% -1% -2% -2% -3% -3% -4% -4% -5% -5% -6% -6% -7% -7% -8% -8% Jan-2004 Jan-2005 Jan-2006 Jan-2007 Jan-2008 Jan-2009 Jan-2010 Jan-2011 Jan-2012 Jan-2013 Jan-2014 Jan-2015 Jan-2004 Jan-2005 Jan-2006 Jan-2007 Jan-2008 Jan-2009 Jan-2010 Jan-2011 Jan-2012 Jan-2013 Jan-2014 Jan-2015 Standar d Max 1/2004 to 10/2015 Annualiz Deviatio Drawdow # Up # Down Sharp ed Return n n Months Months e Alpha Beta SRG HY 15.98 PLUS 17.05% 7.68% -3.15% 115 26 2.09 % 0.18 6.01 SRG HY 9.23% 6.10% -6.73% 99 42 1.48 % 0.53 Lipper HY 6.06% 9.15% -33.16% 99 42 0.69 BREAKDOWN OF RETURNS 60.0% 50.0% HY Bond Long Gov't Bond 40.0% Inverse Gov't Bond 30.0% 20.0% 10.0% 0.0% 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 -10.0% SCATTERPLOT OF RISK/RETURN Jan-2004 to Oct-2015 18% SRG HY PLUS 16% 14% 12% 10% SRG HY S&P 500 8% Return Lipper HY 6% 4% 2% 0% 0% 5% 10% 15% Volatility/Standard Deviation DISCLOSURES About Back-Tested Returns. Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results shown may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown above. Live trading began in December of 2014. Returns from the model are net of a 1.60% annual advisory fee. However, there could be additional transaction fees that have not been included in the report. Performance results reflect all dividends, capital gains, and interest being reinvested. Performance results were generated by applying the model's buy/sell signals to the Lipper High Yield Index, the Rydex Long Gov't Bond Fund (RYADX), and the Rydex Inverse Long Gov't Bond Fund (RYJUX). Therefore, actual client account performance varied from this report as investors cannot directly invest in an index. Model results are NOT BANK GUARANTEED, NOT FDIC INSUREDAND MAY LOSE MONEY. Past performance is not an indication of future results. The advisory fee paid is separate and distinct from the internal fees and expenses charged by mutual funds to their shareholders. These fees and expenses are described in each fund's prospectus, and will generally include a management fee, internal investment, custodial, and other expenses, and a possible distribution fee. Prospective clients should consider all of these fees and charges when deciding whether to invest in the program. Performance results do not reflect the impact of taxes. Client accounts may engage in a significant amount of trading. Gains and losses will generally be short-term in nature; consequently, this program will likely not be suitable for clients seeking tax efficiency. A variable annuity can be used to provide a tax-deferred investment vehicle. This strategy may be offered within a variable annuity. Variable annuities and mutual funds are sold only by prospectus Please carefully consider the product's features, risk, charges and expenses, and investment objectives, risks and policies of the underlying portfolios, as well as other information about underlying fund options, before investing. The prospectus, which contains this and other information about the investment company, can be obtained from your financial professional. Be sure to read the prospectus carefully before deciding whether to invest. The Standard & Poor's 500 Total Return Index (S&P 500TR) is a capitalization-weighted index of 500 stocks with dividends reinvested. The index is designed to measure performance of the broad domestic economy through changes in the aggregate market value of 500 stocks representing all major industries. The Lipper High Yield Bond Index provides a measure of the performance of 30 of the largest high yield bond mutual funds. Securities are classified as high-yield if the middle rating of Moody's, Fitch, and S&P is Ba1/BB+/BB+ or below. The historical performance results of the S&P 500TR Index and the Lipper High Yield Bond Index do not reflect the deduction of transaction or custodial charges, nor the deduction of an advisory fee, which would decrease historical performance results. Investors cannot invest directly in the S&P 500TR Index or the Lipper High Yield Bond Index. Performance of the S&P 500TR Index and the Lipper High Yield Bond Index is provided solely for purposes of comparison, to assist prospective clients in determining whether this strategy is generally suitable for their account. The use of the S&P 500TR Index and the Lipper High Yield should not be construed as their endorsement of our management services. QUESTIONS? 4csns2.0 Stanley Linsenbardt Four Seasons Capital Growth FOUR SEASONS CAPITAL GROWTH Signal Provider STAN LINSENBARDT OWNER NAAIM OUTLOOK 2015 4CSNS2.0 2X S&P S&P 500 LONG/ SHORT/ CASH (BENCHMARK) ANNUALIZED YIELD 30% 10% MAX DRAW DOWN -23% -12% SHARPE RATIO 1.4 TIME IN MARKET 70% 100% MONTHS TRADED 25.5 25.5 AS OF 10/15/2015 4CSNS2.0 2X S&P 500 4CSNS2.0 1X S&P 500 LONG/ SHORT/ CASH LONG/ CASH ANNUALIZED YIELD 30% 14% MAX DRAW DOWN -23% -9% SHARPE RATIO 1.4 1.6 TIME IN MARKET 70% 45% MONTHS TRADED 25.5 25.5 AS OF 10/15/2015 4CSNS2.0 1X S&P BOND FUND 50/50 500 1.2X COMBINATION LONG/ CASH LONG/ CASH ANNUALIZED 14% 29% 21% YIELD MAX DRAW -9% -5% -4% DOWN SHARPE RATIO 1.6 2.7 3.7 TIME IN 45% 39% MARKET MONTHS 25.5 25.5 25.5 TRADED AS OF 10/15/2015 FOUR SEASONS CAPITAL GROWTH “Worth the Risk” STAN LINSENBARDT [email protected] WWW.4CSNS.COM NDX Trading Mark Pankin MDP Associates, LLC NDX Trading MDP Associates NAAIM Shark Tank November 3, 2015 Mark Pankin .
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