Demeter’s fund investment strategies employ a price-based algorithmic strategy designed to determine, on a daily basis, whether market exposure should be allocated to Equities or Treasuries. Our system evaluates intraday and closing price action across broad indices—specifically the S&P 500, NASDAQ 100, & MSCI EAFE —to assess the optimal positioning before the closing bell.
Our proprietary model generates price movements and market conditions to determine directional exposure. The model’s decision variable is binary: risk-on (S&P 500, NASDAQ 100, & MSCI EAFE Indexes) or risk-off (Treasuries).
When long exposure is warranted, the portfolio may utilize up to 3x leverage through regulated index options, maintaining liquidity and daily rebalancing capacity.
Exposure limits and drawdown controls are hard-coded into the model, ensuring that no discretionary override compromises capital preservation.
All trading in the fund is executed near the market close (3:59 p.m. EST), minimizing intraday noise and standardizing execution across sessions.
Models are continuously monitored to ensure robustness across varying volatility regimes and structural shifts in market behavior.
All market activity and model performance are reviewed under strict controls, ensuring transparency, compliance, and investor confidence.
Price is truth, our foundation for discipline
Our strategy is grounded in the principle that price reflects all available information—a modern application of the Fama efficiency framework.
Most active managers rebalance quarterly or monthly. We rebalance daily, allowing for high responsiveness without emotional bias.
Rules are codified, repeatable, and designed to minimize human discretion.
When signals turn risk-off, capital automatically transitions to Treasury positions, safeguarding capital while maintaining market participation flexibility.
All funds are trading in highly liquid instruments—S&P 500, NASDAQ 100, & MSCI EAFE Indexes, and U.S. Treasury futures—allowing full portfolio rebalancing in a single trading session. Investors benefit from daily liquidity, transparent methodology, and institutional-grade reporting across all jurisdictions.
The strategy seeks to outperform benchmark indices over time through disciplined daily exposure management.
Performance is not guaranteed and may vary with market conditions.