Denver-based 361 Capital has launched a new managed futures index that offers a counter-trend equity strategy.
The 361 Capital Systematic Index was constructed using a quantitative model, based solely on broad equity markets, that identifies when to maintain long or short market exposure. The firm employs a proprietary approach that utilizes a combination of short- and medium-term trading signals to pinpoint entry and exit points on a daily basis.
The 361 Capital Systematic Index has more than ten years of back-tested data and verifiable performance since 2008. Index returns have a demonstrated low correlation to the S&P 500 Index, the Dow Jones Credit Suisse Managed Futures Index and the Barclays Capital U.S. Aggregate Bond Index.
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"Given the nature of our model, the historical returns of the 361 Capital Systematic Index have an extremely low correlation to the general equity markets," said Brian Cunningham, president and chief investment officer of 361 Capital. "As a result, we believe the Index provides investors with an excellent tracking mechanism to a systematic counter-trend equity strategy."
He added that the company has been "building and managing alternative investment portfolios for well over a decade and we've developed a pretty good understanding of the different strategies. That knowledge allows us to create alternative products like the 361 Capital Systematic Index focusing on effectively meeting the needs of the marketplace."
361 Capital has contracted with Standard & Poor's Financial Services LLC to maintain and calculate the Index's daily price and total return data.
361 Capital is a Registered Investment Advisor focused on managing portfolios of alternative investments that preserve capital in volatile markets through proven risk management strategies.
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