AlphaRotation Information

AlphaRotation strategies seek to provide superior risk-adjusted returns and better protection from large portfolio drawdowns with a clear exit strategy. In simple terms, something has to show it’s not only stronger than its peers (relative momentum), but it also must be stronger than a more stable, risk-free asset like cash or U.S. Treasury Bonds (absolute momentum) in order for it to be held in the portfolio. If it’s not stronger, then the portfolio can simply own cash or U.S. Treasury Bonds until something shows it’s stronger.