SYGNEL P-22

Investment Policy

The “Sygnel P-22” pursues an absolute return strategy with two fundamental objectives: (1) to achieve an attractive positive return over a market cycle and (2) to offer a special diversification
benefit in phases of substantial equity market corrections. The strategy exhibits pronounced negative correlation behavior precisely in phases in which this creates high added value. The Managed Futures (CTA) strategy is highly liquid, methodical and rule-based and is based on decades of research and empirical knowledge. Based on a core allocation in low-risk bonds and money market instruments, the main strategy is implemented through intraday positioning in global index futures around the clock and around the world. This approach allows the strategy to benefit from unpredictable market corrections that regularly occur in the financial markets, making it particularly profitable.

Manager Profile

As the main portfolio manager of the Sygnel P-22 fund, Andreas has more than 20 years of expertise in the development and implementation of quantitative trading models. As Head of Managed Futures at Aquila Capital, he was responsible for several investment funds and worked in the CCPM team for the development of new quantitative investment concepts. Other positions included Dresdner Bank, where Andreas pioneered the use of software-based analysis models as an equity market analyst. In 2020, Andreas launched the P-22 fund together with Greiff AG. Since the beginning of 2023, Tungsten Capital Management GmbH has been responsible for the asset management of the fund and Andreas took on the role of fund initiator with Sygnel-Invest GmbH.

Fund Data