‘Computers love us, humans struggle.’ How Mount Lucas’ contrarian approach uses managed futures to diversify.

Data from PivotalPath, which tracks hedge fund performance, shows the pattern held during the S&P 500’s five worst quarters since 2000: Q3 2001, Q3 2002, Q4 2008, Q1 2020 and Q2 2022. When stocks fell 63% cumulatively during those periods, managed futures funds gained 50% on average, according to PivotalPath’s index.

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