Tokyo

Systematic exposure to 45 highly liquid global futures markets, including commodities, sovereign bonds, G10 FX, and equity index futures. High-convexity framework utilizing multi-horizon regime classification to capture non-linear market expansions and structural shifts. Dynamic holding periods designed to maximize capital velocity while maintaining the integrity of long-term directional signals. Tokyo is a premier, high-convexity systematic macro strategy engineered to deliver exceptional risk-adjusted returns across a diversified global universe. With a proven six-year live track record, the strategy targets absolute, non-correlated capital appreciation by exploiting structural trends in commodities, fixed income, foreign exchange, and equity indices. Tokyo serves as a cornerstone institutional diversifier, providing “Crisis Alpha” during periods of severe market dislocation. The strategy is driven by a fully automated, multi-factor engine that identifies and captures sustained directional price velocity. Rather than relying on a single look-back window, Tokyo utilizes a sophisticated ensemble of trend-following and macro-regime classifiers. This allows the program to dynamically adapt its exposure as market environments shift from low-volatility expansion to high-volatility contraction. By participating in over 100 global markets, the strategy ensures a deeply diversified signal base, capturing the most significant macro shifts of the last decade. Built for capital preservation and institutional-grade efficiency, Tokyo maintains a strictly non-discretionary risk framework. The strategy is characterized by its superior return-to-drawdown profile and its ability to remain profitable during traditional "risk-off" events. Volatility Targeting: Automated, non-linear position sizing ensures that the portfolio’s volatility profile remains stable across varying market regimes. Negative Correlation: By isolating pure directional alpha that is independent of equity beta, the strategy has historically demonstrated a low-to-negative correlation with traditional 60/40 portfolios. Proven Stability: A rigorous drawdown-mitigation protocol has limited the strategy’s maximum peak-to-trough drawdown over its entire six-year history, at -8.34%.