STRATUM / INDEX DESIGNS
Three ways to frame exposure.
Compare capital allocations, construction rules and failure conditions. The charts below illustrate index presentation using synthetic paths.
STX–M / MULTI-STRATEGY INDEXIllustrative
1,186.40+18.64%
Base: 1,000Month 4Month 8Period end
A diversified approach to systematic exposure.
A conceptual allocation combining trend exposure with volatility and basis strategies. The illustrative weights express a directional tilt.
Model weightsTrend 60%Volatility 25%Basis 15%Directional risk
Sample vol. / ann.4.77%
Path drawdown-3.68%
Positive intervals75.0%
Observations65
Derived from this synthetic path: 64 evenly spaced intervals over the selected horizon. Sample standard deviation is annualized by √(64 / years); no market observations are used.
- Research objective
- Blend directional and non-directional research sleeves within a transparent capital allocation.
- Signal architecture
- Composite trend score with volatility and basis overlays
- Reference universe
- Liquid directional proxies, options overlays, and cash–futures relationships
Manually constructed data for illustration only. These are not historical, backtested, or live results. Changes apply to the selected illustrative period and are not expected returns.