HASAFUMA

Systematic Global Macro Multi-asset Absolute return

Gourishankar is a mixture of programs currently offered by CTA Bjorn Henrik Hallenborg and therefore a multi strategy that combines long and short term trends and strategies to smooth out the equity curve. The model invests in the four programs La Cucaracha, Hedgehog, Micro Macro and FX Momentum.

By using different strategies in conjunction on each market, the drawdown periods can be limited to generate risk-adjusted return. The model has no correlation with any indices; the outcome depends entirely on the manager’s ability to take advantage of uptrends and downtrends in commodities, currencies and equities.

An investment in Gourishankar is uncorrelated to the general markets. It could be a part in a diversified portfolio or a standalone investment for retirement. The total risk in Gourishankar could be considered lower than any of the individual programs promoted by HASAFUMA.

A Universal trend-following Algorithm

La Cucaracha is a trend following systematic global macro strategy, which trade a large number of markets with a limited risk. All markets trades are chosen to have low mutual correlation. The program seeks to profit from long term trends in commodities, currencies and stocks, both up and down. Therefore both long and short position till be taken.

The model has no correlation with any market index; the outcome depends entirely on the manager’s ability to take advantage of uptrends and downtrends in commodities, currencies and equities.

A cute and prickly investment

The Hedgehog model is trend following to its nature and hence trying to take advantage of the fact that the financial markets, such as commodities, currencies and stocks, move in trends, both up and down. The program trades long term trends up and down in a limited number of markets chosen with low mutual correlation.

The model has no correlation to any index; the performance depends entirely on the manager’s ability to follow a trend, regardless of market conditions. The Hedgehog strategy is prickly and uncomfortable as a hedgehog’s skin; with an equity curve that can show long periods of drawdowns. But when you least expect it, there might be a strong jump, which within short takes the capital back to the sunny side again.

Hedgehog is suited for experienced investors who are prepared to withstand drawdown periods that could last for one year or more, with peak-to-valley declines of at least 20% every year, in order to get the chance of a return that matches such a risk.

A Currency Futures Strategy

The FX Momentum strategy tries to take advantage of short term trends. The model follows impulse moves in the markets by buying high to sell even higher, and selling short at low levels, to buy back even lower.

FX Momentum has no correlation to any indices. The results of the model are totally dependent on the manager’s ability to take advantage of short-term fluctuations in the currency market.

With a minimum capital requirement of $20.000, FX Momentum is suitable for small and large investors, who would like to profit from short-term trends up or down.

Micro trends in Macro instruments

Micro Macro is a systematic trend following program that follow short term momentum moves up and down in a wide range of financial markets, correlated and uncorrelated. The trend this strategy follow normally last between 1-3 days. It is a model that seeks to profit from micro trends in macro instruments.

The model has no correlation to any market indices; the performance depends entirely on the manager’s ability to follow a trend, regardless of market conditions.

Micro Macro is for investors who are seeking to diversify a long term trend following portfolio with an uncorrelated short term model. The program can also be a standalone investment that has no correlation with any other investment vehicle.

Long & short gold and silver in multiple time frames

The Heavy Metal strategy tries to take advantage of short term trends in gold and silver in different time frames. The model follows impulse moves in the markets by buying high to sell even higher, and selling short at low levels, to buy back even lower.

Heavy Metal has no correlation to any indices. The results of the model are totally dependent on the manager’s ability to take advantage of short-term fluctuations in the gold and silver market.

With a minimum capital requirement of $20.000, Heavy Metal is suitable for small and large investors, who would like to profit from short-term trends up or down.

Long only Gold

The Pure Gold Program seeks to take advantage of a possible long term uptrend in Gold. The model buys and holds Gold.

Pure Gold has full correlation to the price of Gold, which means that the results of the model is totally dependent on the price development of the precious metal.

With a one to one correlation to Gold, the Pure Gold Program is suitable for small and large investors, who would like to be invested in Gold on the long side, without the inconveniences connected to holding the physical metal.

Leveraged long Gold

The Gold Rush program tries to take advantage of a possible long term uptrend in Gold. The model buys and holds gold with a leverage.

Gold Rush is correlated to the price of Gold with a two to one ratio, which means that the results of the model will move twice as much as the price of the precious metal – in both directions.

With a 2 to 1 correlation to Gold, the Gold Rush Program is suitable for small and large investors, who would like to be invested in Gold on the long side, leveraged with double risk and reward.