Equity Long Short (Absolute Return)

Investment Objective
The primary objective of the CLS Strategy is to deliver superior risk-adjusted returns with moderate volatility. This is achieved by screening best of performing stocks with low correlation to Indices.

Strategy at a glance:
CLS strategy trades the various stocks in different moving averages. These moving averages are calculated based on risk-return optimization and hence perform better in delivering higher Sharpe. The strategy intends to work on the market trend mechanism and take the advantage from both sides of the market and enjoy the profits from the ups and downs of the markets.

Strategy Process:
Trades are initiated using Multi time-frame moving average indicators. An algorithmic code is generated to scan the market on Real time basis to identify Long/Short triggers. Multi time frame system also facilitates to capture macro and micro trends and ensures the balancing of overall portfolio

Why CLS
» Lower correlation to the Index
» Statistically driven with no human intervention
» Lower draw-downs
» Seeks to deliver a Sharpe of > 1 YoY