Timber Creek Capital Management

The firm runs a fully systematic, quantitative program across liquid global markets. Its models trade short- to medium-term signals in equities, commodity and financial futures, and foreign exchange. The process is automated, with daily rebalancing and risk management driven by statistical volatility inputs.

The firm deploys proprietary algorithmic models that scan for price dislocations. These models incorporate statistical factors such as momentum, mean reversion, and volatility patterns. The execution system is designed to manage a large number of small, diversified positions rather than concentrated directional bets.

No. The firm does not publicly report AUM. In the absence of a published figure or a named third-party estimate, its current scale remains undisclosed to the public market.

Risk management is embedded in its systematic architecture. Position sizes are adjusted automatically based on prevailing volatility and correlation assumptions, and the portfolio maintains a broad diversification across sectors and geographies. The firm uses stop-losses and leverage limits, but specific parameters are not public.