ACAP Momentum Trend Portfolio Model

Overview

25+ years of capital market experience has led me to the creation of the ACAP process. This is a rule based, balanced model. I believe my experience has given me the ability to identify and realize opportunities in real time targeting to provide consistent, and directionally agnostic absolute returns.

The ACAP Process

I believe the ACAP process exemplifies the philosophy of maximizing profitability through streamlined inputs and minimizing complications. In essence, it stands out for its efficiency and effectiveness in today’s challenging market landscape by uniquely producing diversified and uncorrelated returns.

The ACAP Process is a technical, rule-based, top-down system. It is based on a specific combination of and relationship between both momentum and trend indicators. The process is scalable, repeatable and can be executed on multiple time periods. Position sizing and exposure are based on both notional and volatility considerations. Exposure is long/short but not necessarily market neutral as it will vary based on market opportunities.

Investment Universe: The ACAP Process analyzes three asset classes on a top-down basis and then takes on exposure accordingly. The asset classes & tradeables are as follows:

  • Macro Equity
    • S&P 500 Index 
    • Russell 2000 Index 
  • Commodity
    • Gold 
    • Crude Oil 
    • VIX 
  • Sector Funds
    • Industrials 
    • Utilities 
    • Energy 
    • Basic Materials 

About Anthony

 

In 1996, he started his career on the floor of the New York Stock Exchange, where he spent 17 years. Over that time, he served as a sales trader and floor broker, working with large institutions, smaller NYSE Member firms, and managing his own independent trading book. Following his time at the NYSE, he transitioned to the buy side as a Trader/Analyst for Hartz Capital, one of the largest single-family offices in the U.S. In addition to trading the multi-billion dollar portfolio, he was responsible for the hedging strategy as well as running an equity derivative strategy. Most recently, he served as Director of US Equities and Risk Trading at Scotiabank in New York.

Mr. Esposito earned his BS in Economics from Ursinus College. He also holds the Chartered Market Technician (CMT) designation

You may have seen him as he frequently appears in the media, contributing his insights on shows like Fox Live Now, Fox Business Rundown, Newsmax National Report, and Newsmax First Edition. Beyond that, he co-hosts the “Policy & Profits” podcast alongside economist, EJ Antoni.

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