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Bluestone Chronos

OBJECTIVE

Attempts to earn positive annual returns that are uncorrelated and produce cumulative risk-adjusted returns well in excess of market indices.

INVESTMENT STRATEGY

Bluestone Chronos is designed as a complement to long-only strategies. The strategy has two distinct features: risk mitigation by not holding overnight positions because the strategy is in cash at the end of every day.  Second, the trading strategy is fully automated, removing direct human interaction from trade decisions. Bluestone Chronos is available to both margin and IRA accounts and the strategy’s risk can be adjusted to meet each investor’s objectives.

PORTFOLIO MANAGEMENT

  • Rick Martin

PORTFOLIO GUIDELINES

  • The strategy mitigates overnight risk by being out of the market at the end of the day.
  • The strategy reduces liquidity and trade execution risk by utilizing SPY and SPX eMini futures, which are among the most liquid securities in the world.
  • The strategy’s goal is to be uncorrelated to the market and have a beta close to zero with an r-squared close to zero.

Coming Soon.

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