Our strategies invest in a variety of instruments that specialize in U.S. corporate income. Our goal is to realize consistent, non-correlated returns, characterized by low volatility and drawdown.
Minimum annual returns are expected to exceed or match the risk-free returns of Treasury bills, based on historical performance history. These investment strategies rely on the use of a proprietary quantitative process which eliminates discretionary biases. The multi-module model is designed to signal an anticipated change in direction of high-yield bond prices. Our indicators generate strictly objective “buy” and “sell” signals that dictate a fully invested position in a diversified portfolio of corporate income instruments during favorable market conditions, and a switch to a defensive posture by investing into cash or US Treasury securities when market conditions are unfavorable.