Portfolio
Value: €100,000 (Starting Capital for Model Portfolio)
Real Fund Target: €400 Million
Risk Tolerance: 15 % of realized profits (max €15,000 risk on €100,000 capital, 3.5 % per trade)
This model portfolio represents the structured, rule-based investment strategy developed under MILF – Management of Illiquid Finances.
The portfolio serves as a prototype for the future €400 million fund, designed to apply the same systematic approach at institutional scale — targeting sustainable alpha generation through disciplined, non-intraday execution.
Methodology:
Positions are managed using EMA (9/30) crossovers on 4h timeframes, ATR-based sizing, and macro-confirmed sector alignment. The framework ensures controlled exposure and adaptive position management across volatility phases.
Current Allocation:
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40 % Equities – Core positions in undervalued tech stocks (e.g. Strategy, PayPal) with asymmetric recovery potential.
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20 % Commodities – Exposure to oil futures and the energy transition theme to hedge against inflationary cycles.
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20 % Fixed Income – Short-duration money market positions balancing EUR/USD/CHF to stabilize yield and FX exposure.
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20 % Alternatives – Tactical crypto long/short allocation (BTC-focused) to capture volatility-driven opportunities.
In the envisioned €400 million fund, equity exposure scales to €400 million and commodities to €500 million, with rebalancing on a quarterly or event-driven basis.
Each sector rotation follows a multi-layer model combining technical momentum, fundamental catalysts, and liquidity tracking to maintain balanced diversification.