ISAM Systematic Strategy is 100% systematic. ISAM Systematic captures profits from market divergence, utilizing adaptive trend-trading models on a medium-term time frame with a shorter-term focus on risk management. The trading systems have been developed and refined by the principals during the last 30 years of active fund management.
The systems are pure trend following and applied to over 130 global financial and commodity futures markets. A core driver of the research team's efforts is to maximize diversification across the different signals, speeds and markets. This requires ongoing and current analysis of variables such as trading costs, volatility, correlations across all liquid markets, as well as various exogenous risk characteristics. The trading runs continuously, 24 hours a day, with trades generated automatically in response to changing market conditions.
The fund targets an annualized volatility in the 15-20% range, and has an impressive historical track record stretching back more than 30 years, with a return stream which exhibits a low correlation to traditional asset classes and attractive skew.