Domestic Performance Fund

The Domestic Performance Fund (DPF) is a systematic defensive growth fund that uses a proprietary suite of machine-learning models that dynamically adjust their market exposure based on their forecasts of risk and return.

DPF takes advantage of our novel, ensemble-based, algorithmic trading approach of the DELTA platform.

DPF Overview

The Fund aims to deliver long-term capital appreciation that exceeds the S&P 500 Index of US equities with less volatility.

DPF can invest in stocks, ETFs, and options using a proprietary signal generation model and portfolio construction approach that:

• Systematically strives to generate alpha based on short- and long-term horizon signals

• Uses a multi-disciplinary approach

• Dynamically adjusts exposures to avoid tail risks

• Uses proprietary suite of machine-learning models that dynamically adjust their market exposure

• Typically consists of between 20 and 50 positions

• DPF is designed to perform well during market crises, when the other portfolios relying on traditional asset allocation can break down

Overview

Risk Management

The DPF utilizes a risk-managed algorithmic trading approach.

Trading algorithms execute their trades based on a designated risk profile. Each prediction and decision is evaluated in real-time against the desired risk objective. Near-total automation optimizes risk-adjusted returns over the long run and preserves human resources for strategy improvement.

Underlying Technology

A robust technology foundation brings agile decision-making to daily operations.

Our algorithms continuously integrate new inputs allowing them to learn and improve from non-stationary financial market data on an ongoing basis.  These algorithms process volumes of data that human fund managers never could enabling faster, better-informed trading executions.