Market-Neutral Strategies engineered to perform when traditional models fail. Tested on US, UK, and EU mid-cap ($2B - $10B) equity markets across diverse market cycles, and validated with ten structured audits spanning 26 years out-of-sample.
⚠️ Performance Disclaimer:
Results based on backtested simulations. Past performance is not indicative of future results. All
investments carry risk of loss.
Engineered to perform when traditional models fail. Our platform demonstrates exceptional resilience, showing shallow cuts, mostly <10%.
Recoveries are fast as the system recognizes signal decay immediately and exits positions, effectively managing alpha decay.
Our net exposure consistently hovers near zero, confirming a true market-neutral strategy.
We eliminate directional market risk while capturing pure alpha from security selection, effectively moving the efficient frontier upward and to the left (higher return, lower variance).
Our true market-neutral strategy eliminates directional risk.
The active-management squeeze is concentrated in mid-to-large funds most exposed to fee pressure — and most willing to license genuine technology.
Global asset management industry.
Hedge funds & family offices worldwide.
Mid-to-large funds ($1B–$100B AUM).
A recurring-revenue model that maps cleanly onto a trillion-dollar segment under structural pressure to find genuine alpha.
A straightforward quarterly fee that provides predictable income. Fees vary by client size:
Full partnership with a hedge fund, sharing management and performance fees.
Exclusivity: engagements are limited to a small number of clients, and Rune does not license the same signals to direct competitors in the same region.