Joshua Tree Capital Management operates a disciplined, rules-based trend-following strategy across global futures markets. The Diversified Trend Program is designed to capture sustained market trends while strictly controlling risk through predefined position sizing, stop-losses, and portfolio constraints. The program trades 25 global futures markets across diversified commodity and financial futures.
The strategy seeks to generate absolute returns over full market cycles, independent of traditional equity or fixed income benchmarks. Risk is actively managed but not suppressed to accommodate benchmark tracking or volatility targeting. Our approach is systematic, math-based, and designed to perform across a wide range of market environments, focusing on process over prediction.
- Fully systematic execution with no discretionary intervention or emotional decision-making
- True diversification that complements traditional portfolios
- Low correlation to equities, bonds, and traditional 60/40 allocations
- Disciplined risk management through volatility-based position sizing and portfolio constraints
- Diversified across 25 global futures markets, long and short
| Total Return | +104.60% |
| Annualized Return | +99.1% |
| Ann. Volatility | 83.2% |
| Sharpe Ratio | 1.19 |
| Sortino Ratio | 1.18 |
| MAR Ratio | 1.78 |
| Max Drawdown | -55.78% |
| Winning Months (%) | 61.5% |
| Avg. Margin / Equity | ~24% |
| High-Water Mark | Yes |
| Avg. Holding Period | 3–6 Months |
| Correlation to S&P 500 | -0.13 |
| AUM | $111,073 |
| Min. Investment | $25,000 |