Investment Overview
Strategy Description
The Meadowbrook Strategy’s objective is to provide superior risk-adjusted returns using a proprietary framework of regime models paired with complementary signals to identify and exploit certain market tendencies. It does so by utilizing a systematic stock index option approach. Meadowbrook’s proprietary regime model identifies and isolates distinct market environments that tend to exhibit statistically consistent behavior patterns. Because these patterns have demonstrated reliability over time (both live and back-tested), they provide a framework for anticipatory positioning. Core regime trades have a known maximum risk, and complementary trades are long optionality only – creating natural convexity in the return profile.
