Strategies
We run a portfolio of uncorrelated, systematic strategies designed to perform across different market regimes.
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.
Night Drift
Total Return
456.3%
Annual Growth
17.2%
Max Drawdown
-14.3%
Sharpe Ratio
1.50
Current Index
556.3
Return / Drawdown
31.88
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.
Opening Impulse
Total Return
461.1%
Annual Growth
17.3%
Max Drawdown
-8.6%
Sharpe Ratio
1.17
Current Index
561.1
Return / Drawdown
53.68
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.
Day Vector
Total Return
597.2%
Annual Growth
19.6%
Max Drawdown
-18.0%
Sharpe Ratio
1.17
Current Index
697.2
Return / Drawdown
33.16