Tel: +358 207343161

Northern Star Partners

Passion for systematic asset management

NS Quant Strategy

In-depth research

In-house software

Managed futures concept

Precise execution


NS Quant is a systematic managed futures strategy which generates entry and exit signals. The software analyses if the momentum and trend models agree about the position or if there is a disagreement between the models.

The strategy offers tools to participate in uptrends and either limit downtrends or even make profit out of the downtrends by having a short position in the asset. The strategy toggles between 100% long and 100% short.


Equal weighted portfolio – S&P500, Nasdaq, Gold, Oil (Monthly rebalancing) Gross of fees

Total Return  +163.47%

Volatility 10.30%

Max Drawdown -12.31%

Sharpe 1.9

As of date: 30 November 2020

Source: Bloomberg. Past performance is not necessarily a guide to future performance

* Long only Benchmark created based on equal weights on underlying indices

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