ACCLIVITY PROGRAM

A growth-focused, trend-following, managed futures investment program.

The Acclivity program is tasked with beating the S&P over a 3-5 year window.

The program is driven by a trading system optimized to work within an over-financialized market dominated by ETFs, automation, and ever-growing volatility and responsiveness. It uses an optimized trend following system, which seeks to take advantage of weighty institutional money flows.

AKAM firmly believes that behavioral psychology and trading discipline remain the ultimate edge in above-market returns. Through the Acclivity program we are focused on maintaining an edge via behavioral finance and trading psychology.

TRADING SYSTEM

    • Trade ideas are generated by looking at established trends, following them as long as beneficial
    • By looking for high expectancy patterns within established trends, position trades are taken by looking for high expectancy patterns within established trends
    • Fundamental analysis informs established trends and allows for attention for certain markets, while the specific entries and exits of position and trend trades are defined by technical analysis
    • Outside research — various academic and industry sources, though trade ideas aren’t generated via external inputs

 

TRADING PROCESS

    • Look for established trends, focusing first on equity markets, then interest-based markets, then commodities and currencies
    • Look for potential zero or negative correlation trend trades to act as counterweights
    • Monitor trends for potential, high expectancy position trades
    • Occasionally hedge using negative correlated trends during periods of high volatility, pivot-points

 

RISK MANAGEMENT

    • Only working with established trends
    • Position trades use limited, known risk, with high expectancy trades only
    • Use of negative or zero correlation trends to limit maximum rapid changes