Strategy
Model
ingenuity
Our systematic strategy combines several adaptive trend-following systems, each heavily researched and purpose-built.
While one remains fully invested, others seek to target specific stages of a trend. Both directional and complex, non-linear price action play a part in our thinking whilst our proprietary risk modulators seek to drive capital to the most stable trends.
Systematic trend-following innovation is the foundation of our longevity and consistency.
”
In line with the needs of our investors and strategy, each model expresses itself using highly liquid futures across global equity, fixed income, currency, and commodity markets.
- David Gorton
Positively-skewed performance uncorrelated to
major asset classes
*Since strategy inception on 1st May 2006 to 31st June 2024
0.00%
Correlation to global bonds
0.00%
Correlation to global equities
0.00%
Lowest calendar-year return
0.00%
Highest calendar-year return
Historical risk mitigation record
Strategy performance during the worst ten months of MSCI World Index (10 May 2006 - 31 Dec 2022)
Strategy
MSCI World Index
10.75%
-19.04%
Oct
2008
6.80%
-13.47%
Mar
2020
-0.13%
-12.08%
Sep
2008
-1.06%
-10.49%
Feb
2009
-2.12%
-9.91%
May
2010
10.25%
-9.46%
Sep
2022
3.53%
-8.99%
May
2012
-0.91%
-8.85%
Sep
2011
-1.81%
8.85%
Jan
2009
2.32%
-8.77%
Jun
2022
Our systematic innovation
pillars
01
02
03
Restless R&D
We are continuously enhancing our existing trend-following systems while investing heavily in the build of new iterations designed to capture complex, emerging tends.
