The Model

The model we've built to power the portfolio is a rule-based long and short trading portfolio, based on momentum (trend following) principles. You can check out the portfolio live on

The model is systematic, and
we've extensively back tested the rules to 1970 (where possible) and to 1991 in all cases. The rules are executed for every trade: when the system says to buy, we buy, and when it says sell, we sell.

We never know when the right time to buy or sell is, but by taking every trade and every signal, we cut losing trades short (taking lots of small losses) and keeps profits open (make large winning trades that pay for losers), it aims to be profitable over the long term.

By volatility adjusting positions, which we do for all assets, we automatically adjust for heightened periods of risk. We also utilise extensive diversification across different countries, industries, asset classes, timeframes, and strategies. We currently have 28
5 automated buy and sell signals across 95 assets.

These signals generate trades that can last days/weeks to months and years (for the long term model), and are designed to capture breakouts based on closing highs or standard deviation moves from a low.