Iron Harbor Macro
Discretionary-style macro themes, systematized — verified, and honestly behind the index since inception.
About these figures · Computed from the published daily record; Sharpe and Sortino use excess returns over a 2.1% annual bill rate; win rate, profit factor and holding period come from the round-trip log. Ratios are suppressed below one month of observations.
Exact figures, drawdown analytics, the signal log and the mandate replay require an account.
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How this strategy works
Iron Harbor expresses four to eight macro themes at a time — growth, inflation, policy divergence — through futures in rates, equity indices, currencies and gold, with positions held for one to three months. The reference book targets 11% annualized volatility. The record is platform-verified and unspectacular: the strategy trailed the S&P 500 badly across 2024 and its Sharpe since inception is below 0.5. It is listed because the marketplace's job is disclosure, not curation — and because a low-beta macro book that returns mid-single digits still diversifies an equity-heavy allocation. The author's letter on the 2024 miss is linked from the research page.