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Managed Futures
Bensboro Seasonal Spread Trading Program - AlphaMaven Performance Report
December 2024 - Managed Futures
Bensboro Seasonal Spread Trading Program - AlphaMaven Performance Report
Objective: To produce low-correlation returns using a seasonal approach to futures spread trading.
Philosophy: We believe futures generally provide low correlation compared to other asset classes. Spreads generally provide even lower correlation to other asset classes, even when compared to most
managed futures strategies, which typically are trend-following. Seasonality can significantly shape sentiment and s