ISAM Systematic Trend
A strategy specialising in the systematic trading of market trends
ISAM Systematic Trend seeks to capture 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 36 years of active portfolio management.
The systems are pure trend following and applied to over 200 global financial and commodity futures markets. The trading runs continuously, 24 hours a day, with trades generated automatically in response to changing market conditions.
The strategy targets an annualized volatility in the 15-20% range, and has a 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.