In June 2025, the NHX CTA Index was up as losses in stocks and bonds were outweighed by profits in commodities, but briefly erupting geopolitical tensions created a difficult trading environment. Performance across managers and sub-strategies was broadly positive, with results varying depending on each manager’s relative commodity exposure.
Last month, Time-Series Momentum (TSMOM), as measured by RPM’s Market Divergence Indicator (MDI), increased sluggishly from ultra-low levels as slowly inc...
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