Frequently Asked Questions

What is the time-frame for the look-back of the Bubble Movie?

20 market days.

Does the Bubble Movie track the model or the markets?


Some sectors are inherently more risky than others. Does your model take this into account, or are all sectors evaluated based on a standard benchmark for risk?

Our model takes into account that some sectors have inherently higher volatility than others.

How many calculations of risk do you use on a daily basis?

We use 27 different calculations of risk on a daily basis. That adds up to over 7,000 separate risk calculations for EACH asset class per year.

Does Ferrell Capital invest in individual stocks?

No. We are an ETF strategist and build portfolios that contain only ETFs that track various indices.