Allocating to Systematic Trend As Part of a 60/40 Portfolio

Research Bulletin: Systematic Trend

Ongoing uncertainty regarding inflation and recession, global central bank policy, and rising geopolitical tensions may encourage persistent price trends in global futures markets.

Also known as Managed Futures, Systematic Trend seeks to achieve long-term capital appreciation and performs best during persistent trending markets.

Systematic Trend strategies typically utilize momentum-based quantitative factors to identify and react to futures price trends, providing long and short exposure to all four major asset classes globally: stocks, bonds, currencies and commodities.

Altegris believes a consistent, long-term allocation to Systematic Trend maximizes portfolio benefits, including:

• Positive returns in rising and falling markets.
• Non-correlation to traditional 60/40 portfolios.
• Enhanced portfolio diversification and returns.

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