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

  • 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.
  • An Enhancement: Bonds vs Cash was added Sep 20th.
ThematicAsset AllocationEquitiesFixed IncomeCyclicalVP Must ReadEquity SectorLeading IndicatorsCapital CycleCrowdingnoram

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