Insch Capital Management SA

Interbank Currency Program - 3X Leverage

Minimum Investment
EUR 100,000
Management Fee 2.00%
Performance Fee 20.00%


The currencies traded in the Insch Kintillo system are selected according to their ability to display “memory” or serial-correlation. Currently, the portfolio consists of 7 currencies: United States Dollar, British Pound, Euro, Japanese Yen, Canadian Dollar, Swiss Franc and Australian Dollar. Currently, sixteen of the 21 potential crosses in the matrix are traded. Buy and sell signals are generated based upon price breakout, volatility and other proprietary measures. Price is the most heavily weighted factor. Stop and reverse signals are taken as long as volatility constraints have not been exceeded and positions are maintained until the price level triggers an exit signal. At instigation, each position is equivalent as to the percentage of the portfolio and the volatility of the price trend. Note: Performance figures are shown at 3x leverage, net of fees and without the credit of interest. The effect of leverage is linear. Long Term Performance: • Insch Kintillo has provided positive absolute returns, as well as a positive alpha versus equity and bond market benchmarks • Realized volatility is comparable to that of a coporate bond index, with a skew to the upside, and lower tail risk than bonds • During the crisis it provided an excellent hedge versus other asset classes • Negative correlations with S&P500 and Dow Jones Corporate bond index recommend Insch Kintillo as a diversifier in a portfolio of equities and bonds.