Systematic Equity Momentum
Our strategies seek to outperform through a proprietary stock selection process and active position management driven by a disciplined rules-based approach. Offered as a separately managed account custodied at Interactive Brokers or Schwab. Also offered in conjunction with a tail hedge for sophisticated investors.
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Systematic Equity Momentum
The Sundial Systematic Equity Momentum portfolio investment objective is to compound gains using a proprietary stock selection process and to actively manage the portfolio using a disciplined rules-based approach.
The strategy trades single name US equity securities from the long side only, and is designed to buy stocks that are exhibiting positive momentum, upward price trends and strong fundamentals such as sales or earnings growth. Stocks that meet these criteria are expected to outperform the overall market.
Our quantitative methodology identifies which stocks to purchase, determines position sizing and applies a systematic risk management framework that limits the number of positions, individual position risk, and minimum position liquidity.
Our rigorous rules-based approach provides for relentless discipline, repeatability, efficiency, and elimination of emotion driven decision making in times of elevated uncertainty.