MLM Focused Equity™ is an S&P 500-based strategy that uses a proprietary, quantitative stock-picking algorithm developed by the firm's principals.
Mount Lucas launched this strategy in March 2000, and tested it over much longer periods. Both actual and simulated trading results outperform relevant benchmarks by significant margins.
We attribute the strategy's performance to the following factors:
- The strategy selects deep value and high momentum stocks, both of which tend to outperform market indices.
- Momentum persists.
- The strategy holds all stock selections for a year, as holding is important.
- The strategy weights all selections equally, which enhances returns.
To learn more about MLM Focused Equity™, including funds using this strategy and
historical performance, please complete a registration form