Investment Overview

Strategy Description

Portfolio diversification alone is rarely a sufficient strategy to protect portfolio value, as it can still subject investors to large losses. Combining diversification with quantitative modeling can provide investors with equity-like performance and protection in negative stock performance periods. Quantitative models are used to determine probable stock market direction. The models are predominantly momentum and trend oriented. Diversification is used to create an uncorrelated portfolio of assets. This includes long positions in S&P 500 E-mini futures, 10 year note futures, and gold futures. Additionally, a portion of the system is allocated to a long/short currency “breakout” strategy.
Investment Highlights

Investment Category

Managed Futures

Investment Strategy

Macro, Systematic

Investment Structure

Managed Account

Investment Opportunity

What We Believe
Combining diversification with quantitative modeling can provide investors with equity-like performance and protection in negative stock environments.
Implementation of Strategy
Tactical Approach

Market Sector Exposure

Currencies, Stock Indices, Interest Rates, Metals

Instruments Traded

Futures

Risk Management

Diversification, Systematic Processes, Correlation Analysis, Dynamic Position Sizing, Active management
Investment Structure

Legal Structure

Managed Accounts

Domicile

United States

Management Fee (%)

1%

Incentive Fee (%)

10%
Service Providers