ASYMMETRY® OBSERVATIONS

ASYMMETRY®, ASYMMETRY® Investment Program, ASYMMETRY Capital Partners®, and Global Tactical Rotation® are registered trademarks of Shell Capital Management, LLC... At Shell Capital Management, we design, develop, and operate quantitative trading systems for global tactical rotation or trend following. We use the ratio between risk (maximum drawdown) and reward (total return or Compound Annual Growth Rate) to sort through thousands of trading system simulations to determine those that have an asymmetric risk and reward profile that meets our objectives.

Also known as: asymmetry ratio, Goldman Sachs