CALTROPIASystematic Research
Long-Term Futures Macro Signals

Caltropia Portfolios

Macro Regimes Portfolios

Systematic global macro positioning. Three portfolio risk levels.

Portfolio as of --Current production book
Portfolio
Unlevered

Daily Performance

Quotes pending
Today--
Month to date--

Waiting for protected live / delayed prices.

Key Facts

Current portfolio
Rebalance
Weekly
Positions
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Gross exposure
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Net exposure
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Performance

Performance

Simulated strategy history and benchmark returns.

SeriesSince InceptionCAGRAnnualized VolMax DrawdownSharpe
Unlevered
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
1.25x Levered
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
1.5x Levered
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
AHLYX
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
AQMIX
Since Inception--
CAGR--
Annualized Vol--
Max Drawdown--
Sharpe--
Growth of $1 Unlevered with AHLYX and AQMIX references
Jul 2015 - current
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Portfolio AHLYX AQMIX
Return history

Monthly Returns

Completed Unlevered portfolio returns by calendar month.

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Allocation

Portfolio Allocations

-- positions -- gross

Unlevered | Signed weights against initial capital

Asset-class allocationShare of gross exposure
Current production book

Portfolio Breakdown

Current Unlevered signed allocations.

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Portfolio analytics

Inside Portfolio

Explore current exposure, aggregate turnover, return contribution, and downside behavior in one view.

Active asset-class exposure

Current signed asset-class weights relative to a zero directional baseline.

Zero baseline ยท latest