Skip to content
note

Asia factors: value paid, momentum lagged

Foothill Systematic · 2026-08-18 · 5 min

Low-vol and value contributed; residual momentum was a drag. The 8% vol target kept the sleeve inside its drawdown budget.

We did not override the model into a single-name HK rally. That is the contract with allocators.

Related strategies

This is a product demo, not an offer or solicitation. Segregation, custody and licence marks are illustrative. Past performance is not future performance.

Institution names are illustrative, not real licence holders.