Pure Trend

Global Long/Short Momentum

The Global Long/Short Momentum program is designed to offer investors efficient exposure to trend-following and produce attractive long-term absolute returns in a variety of different economic and market conditions. Returns from this strategy are uncorrelated with those of most traditional and alternative investments, thereby providing significant diversification to many investment portfolios. The active management of risk, a key component of the strategy, serves to control downside risk and enhance the overall risk-adjusted returns of the program.

The Global Long/Short Momentum program is a systematic, model-based investment program that establishes long and short positions in a broadly diversified global portfolio of stock index, fixed income, commodity, and currency futures contracts. The portfolio contains only the most liquid futures contracts traded, cleared, and priced on established global futures exchanges, which minimizes concerns with respect to liquidity, counterparty, and valuation risk. Momentum-based quantitative models analyze market prices over multiple time frames to identify emerging and persistent price trends. Portfolio positions are determined using each market’s risk allocation and are actively adjusted to reflect changes in market risk.

Traded with proprietary capital since 2013, GLSM is available as a managed account to 4.7-eligible (QEP) investors with a $5 million minimum investment.

GLSM Performance Table

DISCLAIMER - THE INFORMATION CONTAINED HEREIN IS INTENDED FOR USE BY QUALIFIED ELIGIBLE CLIENTS AS DEFINED IN CFTC REGULATION 4.7.  FUTURES, FORWARD AND OPTIONS TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS.  THIS INFORMATION IS NOT A SOLICITATION FOR INVESTMENT.  SUCH INVESTMENT IS OFFERED ON THE BASIS OF INFORMATION AND REPRESENTATIONS MADE IN THE APPROPRIATE OFFERING DOCUMENTATION.

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE CLIENTS, THE INFORMATION PRESENTED ON THIS WEB SITE IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION.  THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE.  CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR OF ANY OF THE INFORMATION PRESENTED ON THIS WEB SITE.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.  FUTURES, FORWARD AND OPTION TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK, AND IS NOT SUITABLE FOR ALL INVESTORS.