Eagle Trading Systems Inc.

Eagle Strategic Trend Macro

Year-to-Date
N/A
Minimum Investment
$ 10,000,000
Management Fee 1.00%
Performance Fee 0.00%
Annualized Volatility 7.87%
Sharpe (RFR=1%) -0.60
CAROR -4.00%
Assets $27,000,000
Worst Drawdown -18.96
S&P Correlation 0.10

Summary

We designed Eagle Strategic Trend Macro (ESTM) in response to growing investor interest in strategies that endeavor to deliver more targeted outcomes with a more attractive fee structure. We have engineered this strategy to build on some of Eagle’s longstanding successful strategies which were modified to lighten tactical filters, increase market participation and more closely map widely followed times series momentum risk factors. Eagle Strategic Trend Macro Highlights: • Objective: Seeks to deliver attractive risk adjusted returns through tactical timing of short term price momentum and intermediate-long term trend opportunities in a broad universe of exchange traded futures. • Engineered for attractive skew characteristics. • Seeks to diversify Global Growth/Equity Risk Factor in down equity markets without detracting from positive equity risk factor periods. • Foundation predicated on long standing tactical trend and tactical momentum trading strategies. • Highly Liquid • Competitive Fee Structure (1% flat management fee for approximately 10% annualized standard deviation). Can tailor to targeted client risk preferences.