US Equity based fund that's goal is to acheive better risk/reward than the S&P 500 over full investment cycles, by dynamically buying dips and selling rips
Fund Facts
From 05/11 to Current on Daily Data. Rebalanced Daily
8.79%
An Return
11.92%
Volatility
-13.98%
Drawdown
0.88
Sharpe
Benchmark Facts
7.86%
An Return
17.36%
Volatility
-34.10%
Drawdown
0.58
Sharpe
Current Allocation
SPY or ES
S&P 500 Dip/Rip Strategy
Growth of $1,000 Investment
Historical Performance
Caltropia
Annual Returns
Historical Allocation
Caltropia
Monthly Returns
How to Trade
Long Only
Postion
Daily
Trade Freq
1x
Leverage
SPY/Futures
Asset Type
3:50 PM
Rebalance
Investment Approach
Our signal driven S&P 500 daily exposure strategy systematically aggregates independent models and meta momentum analyses to buy the dip and sell the rip capturing rebounds and locking in gains as markets swing. By continuously adapting allocations to evolving regimes, we deliver dynamic, risk managed exposure that seeks to optimize returns in any environment.
Why Invest In Caltropia's S&P Daily Aggressive
1. Outperform Buy & Hold
Seeks to provide systematic exposure to the S&P 500 through a disciplined, multi-signal investment approach. The goal, outperform over investment cycles with less risk, by buying dips and selling rips
2. Diversity of Model
Relying on a single model or fundamental outlook can expose you to unnecessary risk. At Caltropia Research, our approach is different. Every model is built to incorporate multiple signals and perspectives.
3. Diversity of Time Frame
To avoid overexposure to any single trend or time frame, true diversification requires spreading risk across multiple time horizons and signals.
4. Systemically Applied
Buying dips and selling rips when you don't want to. Discipline is essential to successful investing. That’s why having robust models designed to perform across a wide range of market conditions can be a powerful advantage in maximizing risk adjusted returns.