Sanostro | Smart Asset Allocation - Cost Effective Hedging Strategies
How the systematic overlay strategy works: When the signals indicate market stress, Sanostro advises to hedge market exposure, and unwinds the hedge as soon as their signals indicate favourable market conditions.
asset allocation, market stress, negative investment periods, drawside, upside capture, hedging, CTA, timing intelligence, generate outperformance, futures, forwards, liquid, transparent, counterparty
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Market timing from the pros is an additional competency which makes you more competitive in a world in which every basis point counts

Generate outperformance

We seek to generate outperformance by avoiding losses during negative investment periods. For most markets we therefore only work with short signals. Over time this should avoid more losses than miss profits, thus generating an outperformance.

Reduce downside risk

We allow for our clients focusing on their core competencies of applying their investment skill, while we continuously protect our clients’ exposure against losses. Working with systematic methods there is no space for discretionary actions.

Manage currency exposure

We help investors and treasurers mitigate currency risks for their global operations or portfolios.

Generate cash, when others do not

We offer an additional source of cash when markets have declined, resulting in attractive investment opportunities.

How it works


Smart Asset Allocation

You focus on building your portfolio to harvest risk premiums and capture upside opportunities in the market.



1. When the signals indicate market stress we advise to hedge market exposure.

2. As soon as the signals indicate safer market conditions, we advise to unwind the hedge and get back to full exposure.

sanostro parachute

Efficient Risk Management

We focus on protecting your downside, continuously monitoring the markets and cultivating patience in when to execute hedges. You can remain invested as long as desired.