JISEKI BEST INDEX (US AND CANADA)

The Jiseki BEST Index is about selling the top ranking assets. We have illustrated the equity curve of the Jiseki top ranked assets among 1000 global assets. Equity curve is a graphical representation of the change in value of a trading account over a time period. A curve with a consistently positive slope would generally indicate that the trading strategies of the account are profitable, while a negative slope would indicate that the account is in the red. The global portfolio contains TSX100 components, S&P 500 components, BRICS, Commodities, global indices etc. How does the Jiseki BEST Index work?
1) Every week we look at the BEST Jiseki rankings.
2) Apply FILTERS to existing list of components.
3) Look for the Jiseki cycles turning negative.
4) Allocate equally among selected components creating a portfolio.
5) Review every week.
6) If there is an exit signal, close the stock and reallocate the cash in a new stock signal.
From the Dec 2009 to Dec 2011 highs, ‘THE JISEKI BEST’ delivered absolute returns of 68.2 percent. This is 34% annualized returns (assuming non leveraged short). As of 11 Dec, this portfolio had 69 components. How we plan to improve this Index?
1) Reduce the components to tradable 30 asset Index.2) Introduce region specific Indices, just for India, Canada, US, BRICS etc.3) Create asset specific Jiseki Indices for commodity, bonds, currencies etc.

Our Jiseki Time cycles are seasonal patterns of strength or weakness in assets. They are derived from percentile rankings from 1 to 100. The higher the percentile more the chance for an asset to weaken and worst the ranking, better the chance for the respective asset to outperform. 100 is top relative performance and 1 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick. Jiseki is another name for Performance cycles, time triads and time fractals. The signals are illustrated through as a running portfolio and as Jiseki Indices. These signals can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades.
Jiseki Interpretation. Signals are interpreted as crossovers between various Jiseki Cycles. All three Jiseki cycles (Jiseki 1,2 and 3) depict different time frames. Example: An asset is ranked above 80 percentile and all the three Jiseki cycles are pointing lower, this suggests a running SHORT SIGNAL. Our Jiseki Indices use different kind of exits based on price and Jiseki Cycles. We have color coded the (Jiseki 1>Jiseki2) for LONG SIGNALS.

Dr. Ionut Nistor is the co-author of Performance Cycles paper published in Kyoto Economics Journal. Ionut has been part of the core team that developed and nurtured the idea of Alpha products since July 2008. Ionut is also a professor of Corporate Finance. Currently he is pursuing his post doctorate studies at Kobe University in Japan. He is fluent in Japanese, Romanian and English.
The Bric Model from a Japanese Perspective
Ionut Nistor – Econohistory