SumGrowth Introduces The Alpha Sheet, Dual Defense™ Portfolios For Simplified Professional Portfolio Management

SumGrowth Introduces The Alpha Sheet, Dual Defense™ Portfolios For Simplified Professional Portfolio Management

SumGrowth, Inc., a developer of innovative portfolio management tools for financial advisors, at the T3 Conference being held in Las Vegas today, announced the availability of The Alpha Sheet, 16 exceptional model portfolios delivered monthly with trade signals, client-friendly charts and statistics, plus a weekly Sunday Snapshot of current market activity. The portfolios leverage SumGrowth’s advanced signal processing designed to improve the selection of bull market leaders and its proprietary Dual Defense™ methodology that provides better bear market exits. Offered as a subscription program for financial advisors, The Alpha Sheet offers advisors simplified access to SumGrowth’s unique low noise momentum and risk mitigation algorithms while eliminating the need for expensive outsourced investment professionals.

Those attending the T3 conference are invited to stop by booth #100 to learn more about SumGrowth and to pick up a free copy of this book written by Scott Juds, SumGrowth’s CEO and a Stanford educated signal processing engineer: Conquering the Seven Faces of Risk.

“Financial Advisors are facing an increasingly competitive environment. We see that advisors need better model portfolios, delivered at low cost with no BPS or OCIO fees and that are easy to use.” Scott Juds, CEO of SumGrowth further explained: “Advisors need to be able to focus on client acquisition and management and should not have to pay exorbitant fees for portfolio selection and management. That is why we introduced the Alpha Sheet.”

The Alpha Sheet delivers 16 model portfolios updated monthly. The portfolios harness our true sector rotation low noise momentum algorithms to hold momentum leaders during bull markets. At the same time our Dual Defense algorithms mitigate downside risk by selecting only defensive leaders when bear markets are indicated. Both are required to simultaneously improve returns and reduce risk.

Juds added: “At SumGrowth we focus on two things: making the best low noise momentum selections in bull markets and mitigating downside risk in bear markets. With this combination we are able to break away from the traditional hold and rebalance approach of the not so modern portfolio theory developed in the 1950s. Our aim is to provide portfolios that over time deliver higher returns with significantly less risk than associated with traditional portfolio design.”

SumGrowth’s award winning low noise momentum and risk mitigation algorithms are also used in its AlphaDroid professional portfolio design tool that allows advisors to design and build their own strategies and portfolios.


SumGrowth’s services are the result of more than three decades of research and development by co-founder and CEO Scott Juds, a Stanford educated signal processing engineer. The company’s first portfolio management service, SectorSurfer, was launched in 2010. Today SumGrowth processes over 25,000 online subscriber portfolios and strategies daily. Learn more at

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