Performance

Historically, Windsor’s strategies have a low correlation to both U.S. equity and bond markets.

Methodology

Disciplined, Repeatable, And Scalable

Customized algorithms, unique to Windsor

  • Governed by hundreds of proprietary indicators and complex and robust quantitative models
  • Beyond quantitative inputs, a multifaceted blend of daily and historical market data
  • Signals reflect both market sentiment and momentum, and how they correlate

Tiered Approach

  • Daily signal filtered through a prism of longer term signal sets, and weekly “umbrella” views
  • Model self-scales up to beta 2, based upon buy or sell signal strength, with no application of leverage

Models Trade at Market Close

  • Each model yields a signal close to market close (usually at 4:00 PM ET)
  • Position remains fixed until market close the following trading day