Sentinel Trading Program

The Neural Capital Sentinel Program is managed utilising a systematic trend-following system. Neural's underlying philosophy is that there exists substantially more risk in financial markets than current economic theory predicts, and therefore aim to make investments that will generate absolute returns and protect capital in all market conditions. The managers of the Fund invest in foreign exchange markets, exchange traded interest rate, equity index and commodities futures markets. The investments are designed to produce an enhanced return over the medium-term that exceeds those of fixed-income investments. The investment portfolio consists of a combination of trades that are initiated on daily price movements across the various asset classes. The Management Company’s strategy is to remain reactionary, disciplined and to generate excess returns in times of global market dislocations.

The Neural Capital Sentinel Program is a systematic trend-following strategy that is implemented across a potential universe of 50 liquid futures contracts.

We are defined as short term with average holding period of 2 weeks. We employ advanced execution strategies that enable us to successfully deploy our program without incurring punitive slippage. Along with extensive financial markets experience we approach our investment philosophy from a very rigorous academic foundation to ensure that our alpha generation process is non-random and robust. Our return profile demonstrates low correlation to mainstream CTA indices and we believe this is due to our distinctive techniques in portfolio construction and alternative methods we utilise to exit positions.