Asset Management by Windsor Securities

MFIP Broad Heuristic Tactical Strategy (MBHT)

Year-to-Date
-14.87%
Minimum Investment
$ 1,000,000
Management Fee 0.00%
Performance Fee 25.00%
Annualized Volatility 23.94%
Sharpe (RFR=1%) 0.68
CAROR
Assets $26,109,121
Worst Drawdown -22.68
S&P Correlation 0.01

Summary

MFIP Broad Heuristic Tactical Strategy (MBHT) is a newer strategy that utilizes proprietary "super models" to select targeted trading days. MBHT builds upon the breadth and depth of MFIP/WSI's market research. Creating a collection of "super-models" derived from MFIP/WSI's other trading strategies and matrices of various in-house indicators, MBHT targets what it deems to be high-probability trading days. When invested, MBHT takes up to beta 2 long or short exposure to equity markets. It takes equal positions in index-based derivatives based on the S&P 500, NASDAQ 100, and Russell 2000. MBHT takes no position at the end of the week and holds no positions over the weekend. Objectives are to achieve increased Alpha and reduced Beta: capital growth uncorrelated with equity, bond, and CTA indexes; absolute returns in all market scenarios; and added-value diversification to portfolios with other assets.