More About StellarBridge Asset Management
We generate alpha through a systematic and adaptive long/short strategy that combines value, momentum, volatility, and sentiment signals.
Strategy Overview
StellarBridge utilizes a hybrid multi-factor quant model.
01
Factor Composition
A multi-factor strategy that targets stocks with a strong relative momentum, moderate volatility, positive sentiment signals, and technical confirmation using RSI thresholds.
02
Risk Management
Our strategy caps exposure at 125% gross and 50% net, limits position size to 5% of NAV, enforces sector and risk constraints through VaR and Sharpe monitoring, applies hard and trailing stops, and operates without leverage during incubation.
03
Execution Process
Trades are executed via the Interactive Brokers API, entered pre-market or at open to reduce slippage, and held for 3-10 days with exits based on score reversals, stop-losses, or take-profits.
04
Expected Performance Metrics
The strategy proj. an 18.2% annualized return with a 4.7% max drawdown, a Sharpe ratio of 1.94, and WR of 61%