US Trend Strategy
SINCE 2018
Achieve long-term asset growth outperforming the S&P 500 Index.
Investment strategyAsset management is based on fully automated quantitative long/short algorithmic strategies. Each model is tested on extensive historical data and validated through walk-forward analysis and Monte Carlo simulations. The portfolio focuses on the most liquid market instruments to ensure stability and efficiency.
Counterparties and exchanges
- Interactive Brokers
- Freedom Holding Corp.
- Turlov Family Office Securities
- Nasdaq
- NYSE
Trade Allocation
- TSLA - 30%
- NVDA - 30%
- AMD - 15%
- AAPL - 10%
- MSFT - 10%
Currency
- USD
100%
Liquidity
25%
Target annual net return
Fee
structure
Management fee: 2%. Performance fee: 30%. High water mark
Setup
structure
Ruthless calculation
Trends have been a fundamental aspect of financial markets for centuries, and a vast academic literature has been devoted to their persistence and influence. Our trend-following strategies use advanced computer algorithms to accurately identify trends, allowing them to trade hundreds of different markets simultaneously, removing biases caused by human emotions.
10%
~ volatility
$100,000
min investment amount
1+ year
optimal investment holding period
Daily
rebalancing
Proven reliability
Our systematic trend-following approach has proven itself for almost a decade, demonstrating its adaptability and reliability in a variety of market conditions. The strength of our strategy is due to its ability to profit from both uptrends and downtrends.
| CAGR | Volatility | Negative volatility | Max DD | Risk-free rate | Sharpe | Calmar | Sortino | β | |
| US Trend | 24,76% | 27,49% | 9,48% | -30,28% | 4,47% | 0,73 | 0,67 | 2,13 | 0,84 |
| SPY | 11,70% | 14,57% | 8,19% | -24,80% | 4,57% | 0,49 | 0,29 | 0,87 | 1 |
Bitcoin Hedge Strategy
Long-term asset value growth exceeding the increase in Bitcoin’s valuation against the US dollar
US Trend Strategy
Long-term asset value growth exceeding the return on the S&P500 Index
Crypto Trend Strategy
Our flagship active trend strategy for the digital assets market