Our Strategies
A Unified Intelligence Behind Every Strategy
At Algorithmica, every strategy is powered by the same intelligent machine learning engine—the core system that designs, refines, and optimizes our investment ideas in real time. This unified framework creates a consistent foundation across all portfolios, while the machine itself fine-tunes each strategy’s nuances to align with its specific objectives and parameters. The result is a family of strategies that share the same DNA, yet each uniquely calibrated to capture opportunity within its own mandate.
Gold Star
Gold Star’s strategy is optimized by our system to generate the best Sharpe ratio possible using the systems investable universe of assets. Gold Star is a weekly rebalanced portfolio that takes both long and short positions on a diversified yet targeted universe of exchange-traded assets, including precious metals, industrial and agricultural commodities, equity indices, currencies, and investment-grade corporate and government bonds. The strategy involves the dynamic management of asset selection, asset weighting, and gross exposure to hedge downside risk and generate returns uncorrelated to the Benchmark S&P 500 Index.
Cometa
Cometa is a product mandated for the preservation of capital with minimal expected risk exposure. The strategy is a weekly rebalanced commodity biased portfolio that takes both long and short positions in a diversified portfolio of exchange traded assets including precious metals, industrial commodities, equity indices, currencies, and investment-grade corporate and government bonds. The strategy involves the dynamic management of gross exposure to hedge downside risk and generate returns that are uncorrelated with the markets.
Lunar
Lunar is Algorithmica’s only monthly strategy available to date. In addition, Lunar can pay up to a 5% coupon per annum. Lunar’s mandate is to generate a portfolio optimized for minimum drawdown through risk adverse exposure to a globally diversified portfolio of exchange traded assets. Lunar has a heavy bias to equity indices, currencies, government bonds and corporate bonds and to a lesser extent industrial commodities and precious metals.
Polaris
Polaris is a retail eligible AMC optimized by our system to generate stable and consistent returns using the systems investable universe of assets. Polaris is a weekly rebalanced portfolio that takes both long and short positions on a diversified universe of exchange-traded assets, including precious metals, industrial and agricultural commodities, equity indices, currencies, and investment-grade corporate and government bonds. The strategy involves the dynamic management of asset selection, asset weighting, and gross exposure to hedge downside risk and generate returns uncorrelated to the Benchmark S&P 500 Index.