The Systematic Strategies (“Strategies”) returns shown do not represent the results of actual trading of investable assets/securities.
The Strategies’ return and statistics shown are based on a set of proprietary signals, rules and methodology developed by LFC.
While LFC does not manage any standalone investment vehicles of actual assets to replicate these strategies, LFC’s existing managed accounts have at various times made an allocation to some or all of these Strategies.
For further information contact us.
VIX Futures Carry Strategy
VIX Alternative Put Strategy
Carry & Momentum
VIX Protective Call Strategy
Long convexity (overlay)