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A proven winning strategy with high liquidity and low volatility

What is BlackDog?

BlackDog is one of Lucena’s model portfolios from big data. BlackDog utilizes a tactical asset allocation strategy, highly liquid ETFs and fixed income instruments.

The strategy is designed to outperform the traditional 60/40 stock/bond portfolios. BlackDog uses dynamic (rather than static) allocation schemes combined with strategic selections of ETF holdings.

Adjustments are made once per month based on the QuantDesk Optimizer in conjunction with Lucena’s macroeconomic ensemble voting model.

Why use BlackDog?

Intelligent exposure to Large Cap Equity & Fixed Income.

Rebalanced accoriding to Macroeconomic environment.

Active and agile, with timely response to changes in Macroeconomic regimes.

Low volatility makes for easy leverage at 2X exposure.

Model Portfolios From AI
Hedge fund client

Lucena offers cutting-edge technology with endless possibilities to build and test new strategies.

Mark Carter


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