Report Date: August 2024

Index Description

Growth of 1,000

ProfitScore’s Regime-Adaptive Long /Short Equity (PSRAE) is a highly liquid, systematic index trading S&P 500 Index securities. Depending on the market state – Low Vol or High Vol – trading decisions are driven by two different trading constructs. During Low Vol, the system is designed to identify and dynamically capture gains based on persistent directional moves. As volatility increases, markets often become increasingly unstable and inefficient. During these High Vol states, trade length shortens as the program quickly adjusts exposures to capitalize on market inefficiencies. This program’s most significant value generally occurs during periods of high volatility and market stress when many other strategies are faced with performance challenges.

For more information on PSRAE and Profitscore's other indicies, please visit www.ProfitScoreIndex.com

Risk/Return

Key Features

Highly liquid, transparent investments
Tactical models to minimize systematic risk
Multiple constructs to adapt to specific market states
Long and short positions

Monthly Returns Live Performance Data

	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR
2024	-1.36	0.48	3.55	-1.21	3.18	3.60	0.08	-0.68					7.73
2023	3.22	-0.07	5.61	-3.03	-0.04	6.72	2.56	-2.54	-2.47	-3.00	6.56	5.62	19.93
2022	0.71	10.44	4.13	-2.63	8.30	-9.40	-0.84	-3.15	-3.01	-5.50	0.05	-5.12	-7.54
2021	-2.21	3.24	0.11	4.60	-0.21	1.19	1.17	-0.66	-4.31	3.97	-1.73	1.64	6.61
2020	-0.04	-7.42	10.80	17.95	3.40	-1.80	2.48	6.98	-2.21	-3.69	7.30	3.91	41.38
2019	1.16	2.91	1.87	2.87	-4.48	3.79	1.51	1.12	2.50	6.11	3.42	2.90	28.50
2018	3.10	-0.61	4.83	1.18	2.75	-0.87	1.14	3.19	0.65	-8.73	-3.10	-3.33	-0.58
2017	1.86	3.93	1.12	0.18	1.41	0.64	2.82	0.29	2.01	2.36	1.58	1.03	20.94
2016	-3.80	-1.31	6.72	0.40	1.70	0.35	3.65	0.64	0.35	-1.06	2.10	1.59	11.52
2015	-1.30	5.62	-0.83	0.24	1.77	-1.37	1.12	0.01	1.14	2.24	0.85	-1.09	8.51
2014			0.14	0.69	2.32	2.06	0.72	1.17	0.20	0.00	1.13	-1.71	6.86

Important information: Past performance of a ProfitScore index is not an indication of future results. You cannot invest directly in any ProfitScore index. Performance of any ProfitScore index does not represent actual fund or portfolio performance. A fund or portfolio may differ significantly from the securities included in an index. Index performance does not reflect any management fees, transaction costs or other expenses that would be incurred by a portfolio or fund, or brokerage commissions on transactions in fund shares. Such fees, expenses and commissions would reduce returns.

Contact

John McClure, President & CIO

phone ::

208-489-5286

email ::

[email protected]

Reward Statistics (Annual)	ProfitScore Regime-Adaptive Long/Short Equity Index	S&P 500 Index	Barclay Hedge Fund Index
Compound ROR	12.97%	11.04%	4.86%
Average ROR	13.70%	12.08%	5.08%
Max Gain	41.38%	28.81%	11.14%
Consecutive Wins	4	3	4
% Winning Years	81.82%	72.73%	81.82%
Average Gain	16.89%	19.26%	7.42%
Gain Deviation	9.87%	9.01%	3.84%

Risk Statistics (Monthly)	ProfitScore Regime-Adaptive Long/Short Equity Index	S&P 500 Index	Barclay Hedge Fund Index
Standard Deviation	3.64%	4.32%	1.88%
Worst Loss	-9.40%	-12.51%	-9.16%
Consecutive Losses	5	3	4
% Losing Months	31.75%	32.54%	37.30%
Average Loss	-2.55%	-3.84%	-1.35%
Loss Deviation	2.23%	3.01%	1.56%

Risk/Reward Statistics (Annual)	ProfitScore Regime-Adaptive Long/Short Equity Index	S&P 500 Index	Barclay Hedge Fund Index
Sharpe Ratio (1%)	0.95	0.71	0.61
Sortino Ratio (1%)	1.68	0.98	0.84

ProfitScore Regime-Adaptive Long/Short Equity Index