Program Performance

Each of our programs is built on the same foundation: a long-term, systematic trend following strategy. Diversified across asset classes and markets, they are designed to deliver consistent, rules-based exposure to global price trends.

Diversified Program

A global managed futures fund driven by Chesapeake Capital’s trend following expertise.

Seeks capital appreciation through long-term trend signals
Trades over 100 global futures markets
Diversified and systematic, with a consistent investment process
Aims to generate uncorrelated returns across market environments

Multi-Asset Trend Program

A next-generation program applying Chesapeake Capital’s systematic trend following strategy.

Seeks capital preservation and long-term appreciation
Trades up to 500 instruments across currencies, commodities, fixed income, and equities
Long/short flexibility with global exposure
Adapts to varying market cycles with rules-based consistency
50% allocation to equities

Pure Trend Program

A fully systematic trend-following program targeting global macro trends.

Uses Chesapeake’s proprietary long-term trend signals
Invests long and short in currencies, commodities, fixed income, and equities
Trade decisions are automated using price-based indicators
Manages cash collateral through a quantitative U.S. government securities model

Resources

To learn more about these programs and the philosophy behind them, explore our related resources.

Additional Resources

Contact Us

Is it time to begin your trend following journey? Our team is here to answer your questions and guide you through our investment approach. Contact the Chesapeake Capital team to learn more.