This piece examines how recent macro shocks have reshaped the landscape for carry, where drawdowns may conceal new sources of return. By viewing carry as the market’s hazard pay and applying return stacking, investors may access shifting opportunities without abandoning core allocations.
Our latest paper explores how investors might enhance traditional stock and bond portfolios by overlaying managed futures – systematic trend-following strategies—on top of existing allocations
This article dives into how advisors can unlock the hidden potential of that “lazy” capital by layering in traditional equity or bond exposures – without altering the behavior of the core strategy.
Trend Following, Managed Futures, Market Drawdowns, Bear Markets, Equity Risk, Diversification, Crisis Alpha, Return Stacked(R), Systematic Investing, Historical Analysis
This article explores how implementing a 100% stocks + 100% managed futures approach may help improve portfolio skewness and reduce drawdowns during periods of market stress.
This article explores the potential benefits of a 100% stocks + 100% managed futures approach, which has historically improved risk-adjusted returns and reduced drawdowns during crisis periods.