CALTROPIASystematic Research
Long-Term Futures Macro Signals

Caltropia Portfolios

Managed Futures Portfolio

Current managed futures positioning and portfolio performance

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Performance

Portfolio history

Finalized allocation with protected live / delayed performance.

Caltropia
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AHLYX
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AQMIX
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Growth of $1 Caltropia Managed Futures with AHLYX and AQMIX references
Jul 2015 - current
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Portfolio AHLYX AQMIX
Return history

Monthly Returns

Completed Caltropia Managed Futures portfolio returns by calendar month.

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Current production book

Portfolio Breakdown

Every market in the current managed futures portfolio, with signed weights and live / delayed performance where available.

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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.

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