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PHILOSOPHY

The GPLS Investment Philosophy

We believe that investing with a disciplined approach in high-quality, data-driven systems will provide consistent, superior long-run performance.

Our portfolios emphasize systems with the following characteristics:

  • Low frequency with minimal turnover for cost efficiency

  • Small parameter space for robustness and interpretability

  • Fully dynamic for adaptability to evolving market conditions

  • Risk-first design for drawdown and volatility management

  • Favorable upside/downside return metrics

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