GP Digital continuously monitors and screens a curated universe of systematic SMA strategies.** These include mean reversion, momentum, trend-following, counter-trend, funding-rate and basis arbitrage, statistical arbitrage, as well as volatility and options overlays. Each strategy is subjected to a rigorous, in-house three-step DDQ process before capital is allocated:

Step 1 – Quantitative & Risk Analysis:
Track record normalisation, Sharpe/Sortino and drawdown analytics, regime behaviour, liquidity profile, capacity limits, exchange/venue exposure, and stress tests on major market dislocations.

Step 2 – Operational & Behavioural Review:
Trading process, risk-off rules, kill switches, API key governance, team incentives, infrastructure resilience, and alignment of interests.

Step 3 – Live Test Allocation & Ongoing Monitoring:
A live test allocation to observe real-time execution quality, slippage, drawdown behaviour and correlation fit, followed by continuous monitoring before any decision to scale capital.

Only strategies that pass all stages and fit the existing portfolio’s correlation and risk budget are onboarded. Position sizing and access (e.g. sub-accounts, API permissions, margin limits) are then calibrated to ensure each SMA contributes to overall portfolio diversification rather than hidden concentration.