QTR Capital Management LLC is a Registered Investment Advisor (RIA) firm that develops and manages actively managed, quantamental, and hedged investment strategies that leverage technical, fundamental and quantitative analysis. The acronym “QTR" stands for “Quantitative and Technical Research". Our team actively manages five equity and ETF strategies, a non-directional income generating index options strategy, and an alternative dividend-based fixed income strategy. Most of our strategies also open options-based hedges, when appropriate, to reduce downside risk.
Our Differentiators:
1) Capital preservation is a top priority, thus all strategies are actively managed and follow strict entry rules and well-defined exit rules.
2) Our team performs robust macro market analysis each week that guides our investment decisions over a two to four week period. To view our weekly market analysis please go here.
3) At the company level we perform sophisticated analysis that blends technical, fundamental and factor-based quantitative analysis, also known as quantamental analysis.
4) For the long equity strategies, we focus on reasonably valued, fundamentally strong companies that have strong positive earnings growth, along with strong technicals; our equity strategies tap into accelerating upside momentum.
5) Our portfolio managers follow strict entry rules that open long positions at lower-risk entry points; this increases the probability that upside momentum will begin to accelerate and the trade will work.
6) Our portfolio managers follow well-defined exit rules that allow the winners to run, but able to exit positions fast enough to lock in a high percentage of gains and to preserve capital during periods of high volatility.
7) When appropriate, we open specialized, low-cost options-based hedges in our equity strategies, which reduces draw-down during market corrections or crashes.
Large Cap Alpha is an actively managed strategy that identifies stocks with a market cap of $10b or greater that have strong technicals, fundamentals and statistical probabilities through quantitative analysis.
Small & Mid Cap Alpha is an actively managed strategy that focuses on stocks with a market cap between $250 million and $10 billion. This strategy identifies fundamentally strong companies that have moved into high probability bullish technical & statistical setups.
Sector Rotation Alpha is an actively managed strategy that identifies high probability, bullish trades on fast growing companies (individual stocks) that reside in the strongest industry sectors. The strategy’s foundation is based on how institutional money continuously rotates from sector to sector. Our algorithm continuously monitors and ranks 60 industry sectors, and then “follows the money” by identifying the strongest stocks within the strongest sectors.
Global Tactical Rotation ETF is an actively managed strategy that identifies high probability, bullish positions in ETFs drawn from 90 industry sector and country specific ETFs. The strategy’s foundation is based on the fact that institutional money rotates from sector to sector and around the globe. This strategy “follows the money".
Contrarian Opportunity 1 is an actively managed strategy designed to take advantage of depressed restaurant, retail, department stores, clothing manufactures, hotel and travel/leisure stocks that were hit by COVID-19. As vaccines roll out in 2021, these companies are projected to recover, along with their stock prices. Projected gains for this strategy (total portfolio) is 50%+ over 12 to 18 months.
Dividend Income Plus – An elegant and sophisticated strategy that taps into the consistency and predictability of dividends to generate quarterly income, or compounded portfolio growth. We buy a concentrated basket of blue-chip, dividend paying stocks & ETFs, which includes stocks such as AT&T, Verizon, Dow Chemical and Chevron. We approximately quadruple the stock holdings and quarterly dividends through leverage. Finally, we hedge the portfolio with a multi-threshold hedge to handle a 25% to 30% correction of the held stocks. Within the first 30 days of a market correction or crash, draw-down is typically 30% less compared to just buying and holding the stocks. After 60 to 90 days of a market correction or crash, assuming the market stays depressed, the portfolio typically recovers 85% to 100% as the hedges mature. Targeted returns for the portfolio are 8% to 10% annually, after commissions.
Pinnacle is a non-directional, income generating strategy that can generate positive monthly returns in most upward trending, downward trending, or sideways and choppy markets. The strategy focuses on two-week in duration credit spreads and iron condors using weekly options on the S&P500 index. Pinnacle is a conservative implementation optimized for the “New Political Era” where it can handle the volatility that can come out of Washington DC. Capital preservation and safety are a top priority.
To view our weekly market analysis please go here.
To view the strategy fact sheets please go here.
To view an intro video please go here.