Managed Futures Strategy

The Managed Futures Strategy seeks positive absolute returns over a full market cycle with low correlation to equity markets during periods of dislocation. The composite portfolios will take long and/or short positions in a variety of markets using systematic trading disciplines and multi-horizon trend signals designed to exploit market moves. The portfolios may hold positions in a variety of markets through instruments such as equities, ETFs, futures, forwards, fixed-income securities and other instruments. Portfolio volatility is monitored and actively managed in an effort to maintain and stabilize annualized volatility within a range. The benchmark is the SG Trend Index.

For more information, please contact us at clientservices@alphasimplex.com.


“Why Do Trends Exist?”
Dr. Andrew Lo, Chairman Emeritus and Senior Advisor