QTR Capital Management LLC is a registered alternative investment management firm that leverages technical, fundamental and quantitative analysis, also known as quantamental analysis. Most of our strategies are also hedged to reduce downside exposure. Our team actively manages six long stock and ETF strategies, a non-directional income generating options-based strategy, and a dividend income fund.
1) Capital preservation is a top priority – We follow strict exit rules that allow the winners to run, but able to exit positions fast enough to lock in gains and preserve capital during periods of high volatility.
2) When appropriate, we open specialized options-based hedges in most of our strategies at a very low cost, which reduces drawdown during market corrections or crashes.
3) QTR Capital portfolio managers are trained as traders, so we are nimble, fast moving and follow entry and exit rules decisively.
4) We perform sophisticated analysis that blends technical, fundamental and factor-based quantitative analysis, also known as quantamental analysis.
Pinnacle is a non-directional, income generating, all-weather strategy that can generate positive monthly returns in 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.
Global Tactical Rotation ETF is a rules-based, 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”.
Opportunity Alpha 1 is a rules-based, actively managed strategy designed to take advantage of still 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 gradually recover, along with their stock prices. Projected gains for this strategy (total portfolio) is 50%+ over the next 12 to 15 months.
Big Cap Alpha identifies stocks with a market cap of $10b or greater that have strong technicals, fundamentals and statistical probabilities through quantitative analysis.
Sector Rotation Stock 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.
Small & Mid Cap Alpha 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.
Contrarian Alpha identifies stocks that have been out of favor for 6 to 12 months and are starting to recover. This strategy identifies companies with improving fundamentals where the stock has moved into a high probability bullish technical setup.
Dividend Income Plus – A unique, 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 blue-chip, dividend paying stocks & ETFs, which includes stocks such as AT&T and Verizon. 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, drawdown is typically 30% less compared to just buying and holding the stocks. After 60 to 90 days of a market correction, 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.