Classical Trend Following
Long and short positions in liquid global futures markets. Entries, exits, and sizing follow rules set in advance and applied without manager override.
Program
Our Program
Diversified Across Sectors
The program trades a curated universe of listed futures across currencies, metals, energy, grains, livestock, interest rates, and softs.
Risk Framework
Per-position and portfolio-level exposure sit inside predefined risk limits set in advance. The portfolio is stress-tested continuously against historical and hypothetical scenarios.
Approach
The firm runs a single fully systematic classical trend following program. Entries, exits, and sizing are mechanical and repeatable. Rules are set in advance, examined against long histories of market behavior, and applied with the same process in calm markets and difficult ones.
The program participates in trends that are already in the data. Winning positions are held until the trend turns; losing positions exit before they compound. The work of the firm is not to forecast what comes next, but to respond to price with rules written before the trade was taken.