|Strategy:||Macro / Fundamental|
|Sub-Strategy:||Short Term (days-wks)|
The strategy encompasses highly liquid futures only, providing transparency and scalability through a small team of individuals. The combination of a macro/fundamental approached combined with trend following and price statistics to trigger trades, expressed entirely through a systematic fund, gives a robust return profile that differs from the majority of CTA’s. While price is always the final arbiter, we believe the unique mix of our approach to the analysis of the market, predominantly from a fundamental focus provides diversification and less concentration risk than the traditional CTA model. We deploy a combination of 7 or more strategies, employing numerous individual macro/fundamental models, the combination and weightings of which will be monitored dynamically and maybe adjusted periodically according to the market shifts in sentiment. Account minimums and actual fees may be higher or lower for specific accounts as may be individually negotiated between the CTA and each account holder.
|Typical Trade Duration:|
|Round Turns per Million:||1,600|
|Managed Account Minimum:||$3,000,000|
|Date Range:||07/10 – 01/21|
|Sharpe Ratio (0% RFR):||0.29|
|Correlation to S&P 500:||-0.07|
Date Range: 07/10 – 01/21
This Report was prepared by Coquest Advisors and is furnished to the recipient for informational purposes only and should not be construed as a solicitation to invest with the commodity trading advisor (“CTA”) described herein. The information in this Report is qualified in its entirely and limited by reference to the CTA’s Disclosure Document. The information contained in this report is privileged and confidential and may not be reproduced or circulated to any person without the prior written consent of Coquest Advisors. Efforts are made to verify the accuracy of the information provided in this report, but the data cannot be guaranteed to be reliable at all times.