US Multi-Factor Strategy

The portfolio consists of four systematic strategies that are diversified across different trading methodologies and market influences. Each strategy targets a specific aspect of market behavior, combining global macroeconomic factors, mean reversion, volatility, and risk sentiment. • Macro Trends (Global Spread Strategy): Exploit cross-market dynamics influenced by global themes. • Behavioral Bias (Mean Reversion): Benefit from predictable market overreactions. • Volatility (Bollinger %B): Adapt to market conditions using volatility-based signals. • Risk Sentiment (KCFSI): Hedge against systemic risks and profit from macroeconomic stability. By combining these four strategies, the portfolio aims to achieve: • A Sharpe ratio > 1 through risk-adjusted returns. • Low correlation between strategies to enhance overall performance. • Resilience to various market conditions (trend, range, and macroeconomic shocks).