Managed Futures Methodology

Managed futures have a quality focus with a strong valuation discipline and a combination of fundamental and technical analysis. My holdings are characterized by:


  • Long-term and middle-term cycles
  • Backwardation
  • Extreme levels in commercials’ positions (COT)
  • Valuation modeling of commodity
  • Intermarket relationship and forecast
  • Market sentiment study
  • Open interest and insider accumulation

My approach to portfolio management ensures investments are appropriately weighted according to their level of risk and reward. Position sizing reflects not only my assessment of valuation and quality but also the degree of strategy execution.

Inna Rosputnia