Caltropia Research

Managed Futures Equal Weight

A signal-driven managed futures strategy using trend, strength, mean reversion, and breakout/down models, equally weighted for balanced, systematic exposure across markets.

Fund Facts

From 07/15 to Current. Real Time, No Backtest

1.76%

An Return

7.38%

Volatility

-12.19%

Drawdown

0.06

Sharpe

Benchmark Facts

1.09%

An Return

10.02%

Volatility

-15.55%

Drawdown

-0.03

Sharpe

Current Allocation

-4.6%

ES

-15.0%

SB

6.1%

HG

13.5%

GC

11.4%

ZC

-11.1%

CL

0.4%

ZN

13.9%

6B

13.6%

6E

13.9%

6J

-2.9%

NG

Managed Futures Equal Weight

Historical Performance

Caltropia

Annual Returns

Monthly Returns

How To Trade

Long/Short

Position

Friday's

Trade Freq

1-2x

Leverage

Futures

Asset Type

Futures Close

Rebalance

Investment Approach

Our equal-weight managed futures strategy systematically allocates across assets showing favorable short- and intermediate-term trends, strong momentum, mean reversion potential, and breakout or breakdown signals. By combining multiple signals across timeframes and adding those signals within an Equal Weight Model, the strategy seeks to capture sustained trends while maintaining broad diversification and responsiveness to changing market conditions.

Why Invest In Caltropia's EW Managed Futures

1. Multi-Signal Precision

By combining trend direction, strength, mean reversion, and breakout signals, the strategy captures a more complete and nuanced view of market dynamics, enhancing decision making beyond simple trend following

2. Broad Diversification

Equal weighting across multiple assets reduces concentration risk and provides exposure across a wide range of global markets, improving resilience across different market cycles.

3. Adaptive to Market Conditions

The use of both short and intermediate term signals allows the portfolio to dynamically adjust, participating in strong trends while staying responsive to reversals and regime shifts.

4. Systematic, Disciplined Process

By relying on a transparent, rules-based methodology, the strategy removes emotion from investment decisions, promoting consistency, repeatability, and long-term compounding potential.

5. Compare Our Managed Futures Strategies

At Caltropia Research, we offer two distinct managed futures strategies, both designed to capitalize on markets trends, strength, mean reversion, and breakout/down signals, but each optimized through a different portfolio construction approach