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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