The main driver behind the development of my Stop Loss Investment Models (SLIM) are these basic questions: Is it advisable to sell stocks when the financial markets switch into a bear period? If yes, how do I know it’s the beginning of a bear market and not just a little cough? And how to distinguish between a real re-entry point a short-term uptick in a continuing down trend?
About SLIM Systems
My portfolio experienced the dot com bubble crash in the year 2000, and then 8 years later the global financial crisis (GFC). In both crashes, I wasn’t panicking, because as a long-term investor, I regarded occasional collapses as an uncomfortable, but inevitable part of an investor’s life, and I was confident that the post-crash years will make up for the losses. Nevertheless: Wouldn’t it be awesome to be able to step aside in the beginning of a bear period and then have the returns of the post-crash bull market run in addition instead of them just being a compensation for previous losses?
With every crash, these questions bugged me more and more: Is it enough to simply set stop loss orders, e.g. 10% below the ATH? Or is there a more sophisticated way in detecting the beginning of a bear market? And when is the best moment for a re-entry after a sale?
At some point after the GFC, I started to educate myself about trend following/recognition systems. Thousands of hours of researching, analysis, programming and trial & error followed in an attempt to build what I had been having in mind for so many years.
At first, I focused on analyzing patterns of stock market indices, with the result being the development of my first product: SLIM on SPI, a trend recognition system based on the Swiss Performance Index (SPI). Some institutional investors became interested and subscribed to receive the trigger signals of SLIM on SMI. Starting in 2013, I had a few institutional investors who became interested in my work and subscribed to get the signals from SLIM on SPI.
The name SLIM was inherited of the initial idea – which wasn’t to build a short-term trading system, but a tool for long-term investors to potentially limit the extent of participation in mid-term bear periods: SLIM = Stop Loss Investment Model.
When I started to invest in Tesla, I wanted to adapt the approach to the Tesla stock and develop a SLIM on TSLA. Due to TSLA having a much higher volatility than an index, the system required a slightly different set of observed indicators and adjusted triggers.
SLIM on TSLA has now been running since November 2024 without any modifications. In 2025, Jan – Sep, it made +71.5% (long/short variant: +141.2%) while TSLA only advanced by +4.2%.
About Me
Roger Rusch
Founder & Owner
- Grew up in Swiss banking.
- Started to analyse stocks and trade at the age of 17, during my bank apprenticeship.
- Studies in business administration with a focus on financial markets and financial consulting.
- Studies in organizational development and change management.
- Worked for a large Swiss bank for 14 years in total (in stock analysis, options trading and financial consulting, a.o.)
- When I became a consultant & facilitator for organizational, leadership & team development, I continued analysing financial markets as a hobby.
- Been working on my Stop Loss Investment Models (SLIM) for more than 10 years.
- My old website where I promoted my first SLIM product: SLIIM on SPI: www.rusch-finanz.ch