Algorithmica SA has created a proprietary tracking index that aggregates the net monthly performance of three private accounts powered by our machine learning system. Independent verification of returns and metrics is provided through periodic reviews by PwC Switzerland, reinforcing the transparency, rigor, and reliability of our investment approach.

Our Managed Account Index is a high-growth, weekly-rebalanced portfolio, designed to generate returns through targeted positions in exchange-traded assets such as commodities and equity indices. The strategy takes both long and short positions while relying minimally on traditional hedge-type assets like bonds and currencies. By dynamically managing gross exposure, it seeks uncorrelated returns and is fully optimized to maximize performance across market cycles.