Performance
At SSIM, we don’t fear black swans, we EMBRACE them!
It’s simple really, People FEAR what they don’t UNDERSTAND. Simply put, a “Black Swan” event is something that affects the status quo and COULD NOT HAVE BEEN FORSEEN, so it affects models in unforeseen ways. So, while EVERYONE wants a BARGAIN (low priced/mispriced stuff) when they are BUYING, they just don’t want “THEIR STUFF” to lose value or get mis-priced.
While it IS impossible to see the future and predict the unpredictable, that doesn’t mean you CAN’T create a model that will give you a Guaranteed Worst Case Scenario (lets you sleep at night) without limiting the potential gain in your portfolio!!
At SSIM we joke that “Ultimate Black Swan Event” is a scenario where NO Black Swans ever occur again! Imagine planning and waiting and protecting against a bogey man that never comes - the definition of waste!
Far more money has been lost by investors trying to anticipate corrections, than lost in the corrections themselves. - Peter Lynch
When you use the SSIM to create your model, you define your worst case scenario while waiting for the markets to perform as expected. If things go on sale (bad markets) YOU are ready to take advantage of the Volatility if you choose. Your portfolio structure, GUARANTEES to limit downside WITHOUT limiting GAINS!
Feel free to ask us to demonstrate!
We’ll show you the light.