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+886.SAV.ANTI
Contact Savanti

Systematic Global Macro Fund | Quantitative Global Equity Strategy

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Systematic Global Macro Fund

The Savanti Systematic Global Macro Fund employs a disciplined, quantitative, and model-driven approach to investing primarily in US and global equity markets. The strategy seeks to capitalize on identifiable macroeconomic trends, relative value opportunities between different markets or sectors, and shifts in market regimes, all identified through systematic analysis using our proprietary multi-model AI platform. The fund utilizes both long and short positioning to drive alpha across economic cycles.

Rules-Based Investing Across Global Equity Markets

The fund’s strategy is built upon a foundation of quantitative models that analyze a broad spectrum of macroeconomic and market data. Key elements include:  

Macroeconomic Signal Integration
Models systematically process key economic indicators (e.g., inflation forecasts, interest rate expectations, GDP growth differentials, manufacturing indices) to identify prevailing macro trends and their likely impact on equity market performance across different regions and sectors
Relative Value Analysis
Quantitative techniques are used to assess relative attractiveness between different countries, sectors, or investment styles based on valuation, momentum, and other factor exposures informed by the macro outlook
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Disciplined Execution
Investment decisions are driven entirely by model outputs, ensuring a rules-based, objective approach that avoids discretionary overrides and emotional decision-making. Portfolio construction aims to optimize exposure to identified themes while managing overall risk through concentration, adaptive position sizing, and dynamic rebalancing
Systematic Trend-Following & Mean Reversion
The strategy incorporates models designed to capture established trends as well as potential reversions to historical norms, adapting the approach based on model signals
Relative Value Analysis
Quantitative techniques are used to assess relative attractiveness between different countries, sectors, or investment styles based on valuation, momentum, and other factor exposures informed by the macro outlook

Quantitative / Systematic Global Macro Strategy Performance

The underlying Quantitative / Systematic Global Macro strategy (upon which the newly launched fund is based) targets an annual return of 30%. Historically, this strategy has demonstrated strong performance relative to traditional benchmarks through various market cycles, including periods of contraction and volatility

10-Year Simulated Horizon
Hypothetical proforma data from 2015-2025 shows a total compounded return of 7,283.88% (67.24% ARR) with a max drawdown of 28.25%
Multi-Year Performance
From July 2017 to July 2024, proforma data indicates the strategy achieved a 2,400.65% return compared to 153.07% for the S&P 500
Recent Performance & Live Trading
Over a recent 2-year period (proforma), the strategy showed an 82.48% ARR and a 139.07% total return, with a Sharpe Ratio of 1.68 and a max drawdown of 27.61%. Crucially, this strategy has been actively traded live in the founder's personal account for nearly two years, with actual returns closely matching the historical proforma results within a margin of ±3% during that period

*Disclaimer: Prospective investors must understand that these performance figures pertain to the underlying strategy based on hypothetical proforma data and limited live trading in a personal account. They do not represent the performance of the Savanti Systematic Global Macro Fund, which is newly launched and has no official trading history. Hypothetical results have inherent limitations and are achieved with the benefit of hindsight. Past performance, whether simulated or actual, is not indicative of future results, and there can be no assurance that the fund will achieve comparable results or meet its investment objectives. Investment involves significant risk, including the potential loss of principal. Further details regarding performance calculation methodology, time periods, and associated risks are available upon request for qualified investors and are outlined in the fund’s offering documents.

SavantTrade™
Provides the robust infrastructure needed for efficient, low-cost execution of trades across multiple global equity exchanges and manages the complexities of multi-currency positions and real-time risk monitoring
QuantAI™
While the core strategy is macro-model driven, QuantAI's data processing and analytical capabilities assist in the ingestion and analysis of the vast macroeconomic and market datasets required to fuel the investment models

Technology Enabling Global Execution and Analysis

Savanti’s proprietary technology is integral to the Systematic Global Macro Fund

Tokenized for Efficiency and Liquidity Potential

As with all Savanti funds, interests in the Systematic Global Macro Fund are issued as digital tokens (SAVI tokens). This structure offers investors potential advantages

  • Simplified administration
  • Blockchain-based security and transparency
  • Access to potential secondary market liquidity via eligibility for trading on the Liquidity.io ATS after an initial 90-day period

This fund is suitable for accredited investors and qualified purchasers seeking systematic, diversified exposure to global equity markets driven by quantitative analysis of macroeconomic factors. The fund has a target raise of $50.0M. Minimum investments are $250k for individuals and $500k for entities/retirement accounts, subject to manager discretion. It features a 3-year lockup (with potential earlier liquidity via the ATS), a 2% annual management fee, and a 20% performance fee above a 3% hurdle rate, with a high water mark. Fees are calculated quarterly.

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