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IndChainFndArb CL-BZ (I)

Strategy Performance
Ann. Ret.

17.97%

Sharpe R.

3.18

YTD Ret.

16.41%

Max DD.

5.76%

NAV

1.4765

RFR

47.65%

About The Strategy
Invest Asset(s): WTI Crude Oil Future Contract(CLmain) and Brent Crude Oil Cash Future Contract(BZmain)
Strategy Type: arbitrage/fndarb/indchainfndarb/
Strategy Conception: Based on the relationship between different assets in the industry chain, find stable future-contract pairs, long one asset while shorting another when their relationship deviates from the norm.
Strategy Attributes: MAXE AI IndChainFndArb CL-BZ (I) uses self-developed Tailored Arbitrage Rule-Based model, combined with the relationships of industry chains, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
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