Dynamic Equity Replacement Strategy
15 August 2025EEM Strength Target Strategy
15 August 2025One Pager
EFA Strength Target Strategy
EFA Strength Target Strategy
Kambiz Kazemi, Chief Investment Officer
Summary
The EFA Strength Target Strategy provides dynamic exposure to the EFA ETF by adjusting position sizes based on momentum. With exposure ranging between 20% and 100%, the strategy aims to maintain a long bias while improving long-term risk/reward and reducing capital usage through systematic scaling.
What's inside
-
Strategy overview
- Performance vs. EFA ETF
- Risk and capital efficiency
- Correlation and downside behavior
Source
Bloomberg and Validus Risk Management
Related Resources
One Pager
A strategy designed to capture VIX futures carry while managing downside risk.
One Pager
A systematic strategy using VIX put options to capture volatility risk premiums while limiting downside.
One Pager
S&P 500 exposure enhanced with PUTD Alpha to boost returns while tracking the index closely.