Auspice Short Term
Strategy utilizes both mean reversion and momentum in a tactical (non-trend) short term, rules-based strategy . Ideal as an overlay for CTA portfolios.
Markets tend to move in waves. Strong moves in one direction are often followed by retracements in the opposite direction. Auspice Short Term (AST) identifies the turning points, and then rides the strong reversion momentum to capture a short term gain. The strategy comes from capturing reversals when scalping a large book of energy options given the background of the principals.
Short Term: Trade Duration < 1 day - Not Short Term Trend
Low Correlation to other CTAs, Short Term Managers, and Equities
Highly leveragable: Low Margin to Equity
AST is available via:
Separately Managed Accounts for Accredited (Canada), QEP (US), Institutional Investors.
$5 million USD minimum