ML Systems LLC

Sledon Classic (Client)

Year-to-Date
N/A
Minimum Investment
$ 300,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 6.28%
Sharpe (RFR=1%) 0.11
CAROR 1.49%
Assets $1,000,000
Worst Drawdown -8.96
S&P Correlation 0.49

Summary

The Seldon program seeks long term capital growth by investing in highly liquid US equity indices and treasury bond complex futures and options. The program mainly employs a multi strategy, medium frequency, fundamentally driven systematic trading strategy to explore market misconceptions about various economic, financial fundamentals at different time frames. Seldon program has two variants: Seldon Classic and Seldon Futures Only. The difference between them is that Seldon Futures Only does not trade options.