Strategies

We run a portfolio of uncorrelated, systematic strategies designed to perform across different market regimes.

Core Composite

A diversified combination of all our active strategies. This portfolio aims to smooth out volatility and improve risk-adjusted returns by blending overnight, opening range, and intraday trend systems.

$0$2.96m$5.92m$8.88m$11.83m20152016201720182019202020212022202320242025
Core Composite
Initial: $100kAnnual: 54.1%Total: 10719.9%Max Drawdown: -15.9%

Night Drift

Captures the 'night effect' in equity markets. Enters positions near the close and exits at the next open, exploiting the structural tendency for markets to drift higher overnight while avoiding intraday noise.

$72k$208k$344k$480k$616k20152016201720182019202020212022202320242025
Night Drift
Initial: $100kAnnual: 17.2%Total: 456.3%Max Drawdown: -14.3%

Opening Impulse

Capitalizes on early morning volatility. Identifies the breakout direction from the opening range and rides the momentum, with strict risk management to protect against false moves.

$75k$203k$331k$459k$587k20152016201720182019202020212022202320242025
Opening Impulse
Initial: $100kAnnual: 17.3%Total: 461.1%Max Drawdown: -8.6%

Day Vector

An intraday momentum and trend strategy based on Average True Range (ATR). It adapts to changing volatility levels to find high-probability entry points during the trading session.

$67k$245k$424k$602k$781k20152016201720182019202020212022202320242025
Day Vector
Initial: $100kAnnual: 19.6%Total: 597.2%Max Drawdown: -18.0%