Linkways Diversified Futures Index
Index Details
Linkways Diversified Futures Index aims to generate returns in the short-medium term through the use of systematic trend-following algorithms applied across all asset classes. The strategy has demonstrated the ability to perform whether markets are rising or falling and has historically shown low correlation to traditional investments.
| Index Compositions | |||||
| Market | Name | Category | Exchange | Code | % |
| US | E-MINI S&P500 | Index | CME | ES | 5% |
| US | MINI-NASDAQ | Index | CME | NQ | 5% |
| HK | HANG SENG INDEX | Index | HKEX | HSI | 6% |
| HK | HSCEI | Index | HKEX | HHI | 6% |
| HK | HTI | Index | HKEX | HTI | 6% |
| US | Australian Dollar | Currency | CME | AD | 6% |
| US | British Pound | Currency | CME | GBP | 6% |
| US | Euro | Currency | CME | EUR | 6% |
| US | Japanese Yen | Currency | CME | JP | 6% |
| US | Gold | Metal | COMEX | GC | 6% |
| US | Silver | Metal | COMEX | SI | 6% |
| US | High Grade Copper | Metal | COMEX | HG | 6% |
| US | Platinum | Metal | NYMEX | PL | 6% |
| US | Crude Oil | Energy | NYMEX | CL | 6% |
| US | Heating Oil | Energy | NYMEX | HO | 6% |
| US | Natural Gas | Energy | NYMEX | NG | 6% |
| Cash | Cash | Cash | Cash | USD | 6% |
| 100% |
Category
| Index | 28% |
| Currency | 24% |
| Metal | 24% |
| Energy | 18% |
| Cash | 6% |
| 100% |
Exchange
| CME | 34% |
| HKEX | 18% |
| COMEX | 18% |
| NYMEX | 24% |
| Cash | 6% |
| 100% |
Rebalancing History
| Market | Name | Category | Exchange | Code | From Hold % | To Hold % | Rebalance Date |
| US | E-MINI S&P500 | Index | CME | ES | 0% | 1% | 2023/12/13 |
| US | MINI-NASDAQ | Index | CME | NQ | 1% | -1% | 2023/11/1 |
| HK | HANG SENG INDEX | Index | HKEX | HSI | 6% | 0% | 2023/8/9 |
| HK | HSCEI | Index | HKEX | HHI | 0% | -6% | 2022/5/5 |
| HK | HTI | Index | HKEX | HTI | -6% | 0% | 2022/3/1 |
| US | Australian Dollar | Currency | CME | AD | 0% | 1% | 2021/12/11 |
| US | British Pound | Currency | CME | GBP | 1% | -1% | 2021/9/8 |
| US | Euro | Currency | CME | EUR | 6% | 0% | 2021/9/8 |
| US | Japanese Yen | Currency | CME | JP | 0% | -6% | 2021/9/8 |
Simulation of Index NAV
Simulation of Index NAV (per $100 investment)
| 一月-18 | 100 |
| 二月-18 | 102 |
| 三月-18 | 103 |
| 四月-18 | 98 |
| 五月-18 | 100 |
| 六月-18 | 103 |
| 七月-18 | 105 |
| 八月-18 | 108 |
| 九月-18 | 106.2857 |
| 十月-18 | 107.1548 |
| 十一月-18 | 108.0238 |
| 十二月-18 | 108.8929 |
| 一月-19 | 109.7619 |
| 二月-19 | 110.631 |
| 三月-19 | 111.5 |
| 四月-19 | 112.369 |
| 五月-19 | 113.2381 |
| 六月-19 | 114.1071 |
| 七月-19 | 114.9762 |
| 八月-19 | 115.8452 |
| 九月-19 | 116.7143 |
| 十月-19 | 117.5833 |
| 十一月-19 | 118.4524 |
| 十二月-19 | 119.3214 |
| 一月-20 | 120.1905 |
| 二月-20 | 121.0595 |
| 三月-20 | 121.9286 |
| 四月-20 | 122.7976 |
| 五月-20 | 123.6667 |
| 六月-20 | 124.5357 |
| 七月-20 | 125.4048 |
| 八月-20 | 126.2738 |
| 九月-20 | 127.1429 |
| 十月-20 | 128.0119 |
| 十一月-20 | 128.881 |
| 十二月-20 | 129.75 |
| 一月-21 | 130.619 |
| 二月-21 | 131.4881 |
| 三月-21 | 132.3571 |
| 四月-21 | 133.2262 |
| 五月-21 | 134.0952 |
| 六月-21 | 134.9643 |
| 七月-21 | 135.8333 |
| 八月-21 | 136.7024 |
| 九月-21 | 137.5714 |
| 十月-21 | 138.4405 |
| 十一月-21 | 139.3095 |
| 十二月-21 | 140.1786 |
| 一月-22 | 141.0476 |
| 二月-22 | 141.9167 |
| 三月-22 | 142.7857 |
| 四月-22 | 143.6548 |
| 五月-22 | 144.5238 |
| 六月-22 | 145.3929 |
| 七月-22 | 146.2619 |
| 八月-22 | 147.131 |
| 九月-22 | 148 |
| 十月-22 | 148.869 |
| 十一月-22 | 149.7381 |
| 十二月-22 | 150.6071 |
| 一月-23 | 151.4762 |
| 二月-23 | 152.3452 |
| 三月-23 | 153.2143 |
| 四月-23 | 154.0833 |
| 五月-23 | 154.9524 |
| 六月-23 | 155.8214 |
| 七月-23 | 156.6905 |
| 八月-23 | 157.5595 |
| 九月-23 | 158.4286 |
| 十月-23 | 159.2976 |
| 十一月-23 | 160.1667 |
| 十二月-23 | 161.0357 |