January’s Volatile Path to Strong CTA Returns

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Hedge Fund Managed Futures

January’s Volatile Path to Strong CTA Returns

hedgenordic

4 months ago

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In January, the NHX CTA Index generated strong performance, mainly due to profits in precious metals, despite a major market reversal at month-end. Performance was broadly positive across managers and sub-strategies.

Last month, TSMOM, as measured by RPM’s Market Divergence Index (MDI), surged to its highest level in over two years, mainly driven by extraordinary trends in precious metals amid rising US-Europe tensions over Greenland. In equities, US stocks zigzagged, slowly grinding higher a...

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