Trend Following
Trend following, which is a method to systematically follow price trends, has demonstrated efficacy across multiple asset classes and market cycles by systematically capturing persistent price movements.
Long-term trends.
Systematic Portfolio Construction
We transform market trends into investment opportunities through systematic portfolio construction, rigorous risk management, and an unwavering focus on long-term wealth creation.
Our Strategies
Investment strategies that are “Lab Tested” first
We use a scientific method that is based on evidence in all our investment decisions. As a result, we are free from conventional market narratives. The decisions we make are based on rigorous scientific methodologies that avoid emotional biases. We are systematic to the last degree and reassured by the results that we have obtained. All of our investment processes have been rigorously stress tested over long periods of time, under different market regimes.
Everything we do has first been lab tested.
Philosophy
Our Investment Philosophy
The investment philosophy is built on the belief that a small number of sustained market trends generate a disproportionate share of long-term returns. By systematically following price trends rather than predicting market direction, the strategy seeks to capture these "tail returns" while limiting exposure to prolonged losing positions through disciplined, rules-based risk management.
Tail Returns
Tail returns account for a disproportionate share of long-term investment performance. Focusing on capturing these infrequent but significant gains allows winners to outweigh numerous small losses.
Risk Management
Rules-based risk management removes emotion from investment decisions by applying predefined rules for position sizing, entry, exit, and portfolio rebalancing.
