Asset Allocation Using LEIs, Capital Cycle and Crowding - VP Thematic | Research

Supplement: Enhancement: Extended History & Tax Consequences (15 Nov 2024), Enhancement: Bonds vs Cash (20 Sep 2024).
VP has been building and refining models and investment tools for the past 15+ years, with our leading indicator, capital cycle and crowding frameworks being foundational parts of how we think about investing.
The VP Asset Allocation Engine simplifies and coalesces these core VP models and frameworks to generate actionable portfolio allocations.
The VP Asset Allocation Engine is built upon 3 key frameworks: leading indicators, capital cycle, and crowding.
- Leading Indicators (LEIs) act as a guide for equity vs bond allocation
- Capital Cycle and Crowding act as a guide for equity selection
We showcase a model portfolio throughout the report – the VP Core Asset Allocation portfolio – and its backtested statistics including historical performance, upside/downside capture, and turnover.