Market-neutral by design. Compounding by discipline.
A fully systematic, multi-asset trading strategy with an 18.7-year verified track record. 49 non-correlated strategies. Zero discretion. Designed to deliver returns regardless of equity-market direction.
What sets Trading Strategies apart
Six structural properties — not features.
49 non-correlated strategies in one mandate
Diversification at the strategy level, not just the asset level. Each strategy targets a distinct edge — momentum, mean reversion, breakout, ranking — across separate timeframes and markets.
Market-neutral by design
Correlation to the S&P 500 of −0.14 over the full 18.7-year track record. We do not bet on direction — we capture pricing inefficiencies regardless of whether equities rise or fall.
Tested across every major crisis
2008 financial crisis, 2011 sovereign debt crisis, 2015 China devaluation, 2020 pandemic, 2022 inflation reset, 2024–25 rate environment. 19 of 19 years positive. Not a single losing calendar year in 18.7 years.
100% cash every weekend
All positions are systematically closed before Friday's close. Zero exposure to weekend gap risk from geopolitical events. Every Monday begins with a clean slate.
FX, futures, commodities, bonds
Deep liquidity across 20+ currency pairs, 15+ futures contracts, 8+ commodities. FX 54% / Futures 22% / Commodities 13% / Index 10% — broad diversification by construction.
Zero discretion, fully audited
Every trade is rule-based and time-stamped. No human overrides. Independent fund administration. Institutional execution infrastructure. Out-of-sample period (2020–2025) confirms in-sample performance with no parameter tuning.
Growth of €10M, 2007 → 2025
Fixed position sizing on €10M of risk capital. Net profit accumulates additively over 18.7 years.
Backtested results 2007–2020, out-of-sample 2020–2025, live since Sep 2025. Fixed position sizing on €10M starting capital. Past performance is not indicative of future results.
Every year positive. Including the years equities weren't.
Net return on €10M starting capital, 2007–2025.
Out-of-sample win rate of 53.5% exceeds in-sample 47.1%, validating model robustness on unseen data. 2025 figure is YTD through August. Past performance is not indicative of future results.
Verified statistics
Across the full 18.7-year track record.
Sharpe and Sortino calculated against US 1-yr Treasury yield. Stability slope measures equity-curve linearity (higher = more linear/predictable growth). Correlation calculated against S&P 500 monthly returns over the full period.
Where the alpha comes from
Asset allocation by capital deployment, full-period average.
Momentum, mean reversion, trend-following, ranking, breakout. Long, short and hedged positions across intraday and intraweek timeframes — Europe, North America, Asia.
20+ currency pairs (EUR, USD, GBP, JPY, CHF, AUD, CAD). 15+ futures contracts (S&P 500, Nasdaq, DAX, Bunds). 8+ commodities (Oil, Gold). All highly liquid, institutional-grade instruments.
Algorithmic execution. Pre-programmed risk limits. Position sizing dynamic per high-probability setup. Maximum 15% allocation to any single asset. Weekly cycle: positions activate Monday 00:00, close Friday 22:00, weekend in 100% cash.