At the heart of the process lies the interaction between a trend following system and a reversal component.
We believe that trends exist and can be captured using several indicators to define their persistency and consistency on a dynamic investment horizon (short-to-medium term).
Yet, eventually those trends end or change. The Reversal component, by monitoring markets’ pulse from various standpoints (technical, breadth, and sentiment), tries to identify such reversals of trends to take advantage from them.
Nevertheless market movements are complex and the same causes do not necessarily imply the same consequences. That is why the combination (Trend following and Reversal) is encapsulated into a market environment framework. This framework analyses the various elements that influence investors’ perception and helps selecting the best combination of parameters that should be applied to the components of the System.
We believe that trends do exist but do end and reverse. The innovative combination of a trend following system using a dynamic investment horizon and a reversal component is the best solution to capture trends and reversals
We believe the market environment defines investor’s perception. Our Market Regime Map will adjust the parameters of the System so that it can navigate throughout various market cycles
We believe that our focused approach on Equity Index Futures only fill 3 types of needs:
a. An attractive absolute return profile
b. A beta play to adjust investors’ equity exposure
c. A protective play in tougher times as the System should protect investors’ capital in turbulent times
ML Capital Asset Management Ltd, 23 St. Stephen's Green, Dublin 2, D02 AR55, Ireland is licensed to provide Investment Management services to Professional Clients (including Collective Investment Schemes) by the Central Bank of Ireland.
MontLake UCITS Platform ICAV is an umbrella open-ended Irish collective asset-management vehicle with segregated liability between Funds formed in Ireland under the Irish Collective Asset-management Vehicles Act 2015 and authorised by the Central Bank as a UCITS pursuant to the UCITS Regulations.
The Manager of MontLake UCITS Platform ICAV is MLC Management Ltd, a company regulated by the Central Bank of Ireland.
This website is directed mainly for professional and institutional clients who possess the necessary experience, knowledge and expertise to make their own investment decisions and properly assess the risk that it incurs.
Information on this website was obtained from various sources and the company does not guarantee its accuracy. The information is for your private use and discussion purposes only and expressed views and opinions may change.
The Performance figures quoted refer to the past and past performance is not a guarantee of future performance or a reliable guide to future performance. The value of your investment and their income may go down as well as up.
Your investment may also be subject to currency, interest rate, as well as market fluctuations. Consequently the Investor may not get back a sum equal to that he / she originally invested.
Investors should note that an investment in those Sub-Funds which may invest in emerging markets should not constitute a substantial proportion of an investment portfolio and may not be appropriate for all investors.
The Sub-Funds may invest in Over the Counter as well as Exchange Traded derivative instruments to enhance return or hedge against fluctuations in security prices or market rates as well as to short sell a security through the use of a derivative instrument. Transactions in derivative instruments involve a risk of loss or depreciation of capital due to adverse changes in security prices, exchange rates or interest rates or in the case of OTC instruments default of Counterparty. This investment may not be suitable for all types of investors. It is therefore recommended that you consult your investment advisor.
A commission or sales fee may be charged at the time of the initial purchase for an investment and may be deducted from the invested amount therefore lowering the size of your investment. The Investment Manager will be entitled to receive a performance fee as well as a management fee, calculated on a daily basis and paid quarterly by the sub-funds.
The Levels and bases of taxation are dependent on individual circumstances and subject to change and therefore it is highly recommended that you consult a professional tax advisor.