The Rhicon Third Wave Systematic Strategy (RTWS) is a short-term trading strategy that seeks to generate consistent risk-adjusted returns through an uncorrelated stream of alpha drivers.

The strategy utilizes an all-weather approach to trading a portfolio of highly liquid instruments across the FX and precious metals on the long and short side. Using a combination of trend-following and mean-reverting strategies, the portfolio is well-diversified and provides investors with a de-correlated stream of returns to overlay a traditional 60/40 portfolio allocation.

The strategy employs a proprietary risk management process engineered to adjust position sizes to prevailing market conditions that enhances the strategy's overall risk-adjusted return profile.