We offer the following factor-based, quantitative stock investment strategies to individuals, institutions, family offices and other investment advisory firms through separately managed accounts.

Core Equity Strategy

This strategy is a composite, quantitative stock investment strategy that seeks to provide substantial long-term capital appreciation over a full market cycle. More specifically, this strategy’s integrated approach seeks to produce returns that are greater than the Russell 3000 U.S. Stock Market Index over a full market cycle, with lower downside risk, by investing in a portfolio made-up of a 75% allocation to our all-cap Multi-Factor Equity Strategy™, a 15% allocation to our Multi-Factor Small Cap Equity Strategy™ and a 10% allocation to our Levered NASDAQ-100 Trend-Following Strategy™. In summary, this strategy is a multi-strategy all-cap, U.S. stock investment strategy that also includes a moderate allocation to levered trend-following as a portfolio diversifier. The portfolio is rebalanced and reconstituted at least annually and typically contains between 55 and 60 stocks, along with a trend-following position in the ProShares Ultra QQQ Levered NASDAQ-100 Index ETF (QLD). Fact Sheet>

Multi-Factor Equity Strategy

This strategy is a focused, quantitative stock investment strategy that seeks to provide long-term capital appreciation over a full market cycle. More specifically, this strategy's integrated approach seeks to produce returns that are greater than the Russell 3000 U.S. Stock Market Index over a full market cycle by investing in a concentrated portfolio of small, medium and large capitalization stocks that have substantial quality, value, growth, low volatility and price momentum factor advantages. The portfolio typically contains between 30 and 35 stocks and is reconstituted at least annually. Fact Sheet>

Multi-Factor Small Cap Equity Strategy

This strategy is a focused, quantitative stock investment strategy that seeks to provide substantial long-term capital appreciation over a full market cycle. More specifically, this strategy's integrated approach seeks to produce returns that are greater than the Russell 2000 Small Cap Index over a full market cycle by investing in a concentrated portfolio of small capitalization stocks that have substantial quality and low volatility factor advantages. The portfolio typically contains 25 stocks and is reconstituted at least annually. Fact Sheet>

Select Equity Strategy

This strategy is a quantitative stock investment strategy that seeks to provide substantial long-term capital appreciation over a full market cycle. More specifically, this strategy’s integrated approach seeks to produce returns that are greater than the Russell 3000 U.S. Stock Market Index over a full market cycle, with commensurate or lower downside risk, by investing in a portfolio made up of the top 5 to 15 stocks in each of the 11 S&P sectors, excluding real estate and telecommunication services. The top stocks in each sector are selected based upon proprietary, quantitative factor models tailored to each sector. Upon selection, each stock within each sector model is either equally weighted or weighted based upon one or more fundamental factors. The combined portfolio typically contains between 80 and 85 stocks and is reconstituted at least annually. Fact Sheet>

Contact Us to Learn More

To learn more about our strategies, please contact Mark Ricardo, President and Chief Investment Officer, at 703-740-1765 or mark@mercapitalmanagement.com.

OFFICE LOCATION

1729 King Street
Suite 310
Alexandria, VA 22314
P: 703-740-1765
E: info@mercapitalmanagement.com

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