Persevere Asset Management

Who we are

A firm built around process, not prediction.

Persevere Asset Management is a private investment firm based in Los Angeles, founded in 2014 by Neema Omid. The firm takes its name from the rover that landed on Mars and kept moving — a reference to the only quality that compounds reliably in this business.

We do not hold passive exposure and we do not concentrate in a single strategy. Capital is deployed actively across six mandates, each with its own defined risk parameters, and rotated according to where the risk-adjusted opportunity is strongest. When one environment offers nothing, another usually does.

Every position is sized, timed and bounded before entry. That constraint is the firm — the strategies are simply how it gets expressed.

Mandate: Generate superior long-term returns through disciplined, multi-strategy active management, with capital preservation treated as a precondition rather than a competing objective.
Method: Precision options structures, institutional-grade technical analysis, macro positioning and dynamic allocation across six mandates that offset one another across market regimes.
Discipline: Position size, entry, stop and target are defined before capital is committed. No position is opened without a predetermined exit on both sides of the trade.
Transparency: Performance is reported without adjustment. Where returns are unaudited, they are labelled as such. Clients are told what happened, not what sounds best.

Leadership

Neema Omid

Founder & Portfolio Manager

The trade comes to us. We do not chase it.

Neema Omid founded Persevere Asset Management in 2014 and has served as its Portfolio Manager since inception. Over more than a decade of continuous market participation, he has built the firm’s multi-strategy framework and its risk discipline from the ground up.

His approach centres on active capital deployment rather than static allocation — combining precision options engineering with equity analysis, macro futures positioning and commodity exposure. The framework is designed to identify the highest-conviction opportunity available in a given regime and express it with defined risk, rather than to hold a fixed set of positions through every environment.

Prior to founding the firm, he built experience across financial services, mortgage brokerage and marketing — a background that informs the firm’s approach to capital structure, deal flow and operational risk.

What we do

Six mandates. One risk framework.

Capital moves between mandates according to where the risk-adjusted opportunity sits. No mandate is permanent, and none is allowed to dominate the book. The framework is what persists.

Fixed income & macro

A systematic macro framework identifying directional opportunity across interest rates, currencies, credit and the broader economic cycle. Positioning is established ahead of consensus rather than in response to it, with exposure sized to the confidence in the underlying read.

Yield curvePolicy anticipationCredit spreadsRegime rotation

Credit spreads

The firm’s primary income mandate. Defined-risk put and call credit spreads on index options, sized to a fixed percentage of capital and managed to predetermined profit and stop levels. Strike selection is governed by the prevailing volatility environment rather than directional conviction.

Index optionsDefined riskVolatility-based strikesSystematic exits

Complex options structures

Calendar spreads, diagonals, ratio structures and multi-leg positions used to express views that directional exposure cannot capture — volatility mispricing, term structure dislocation and event-driven asymmetry. Every structure carries a defined maximum loss.

Calendars & diagonalsVolatility term structureEvent-drivenDebit spreads

Commodities

Active positioning in precious metals and the energy complex through futures, options and exchange-traded instruments. Commodity exposure provides diversification against equity beta and a hedge against inflation regimes that erode fixed income and growth equity simultaneously.

Precious metalsEnergy complexInflation hedgeDollar correlation

Futures

Intraday and swing positioning in equity index futures, executed against a defined set of setups — opening range structure, volume-weighted price reclaims and liquidity events at institutional levels. Position size is derived from stop distance, never from conviction.

Index futuresOpening rangeVWAP structureATR-based sizing

Equities

Top-down sector rotation combined with bottom-up selection, focused on structural breakout candidates and catalyst-driven situations. Screening combines relative strength, volume confirmation and implied volatility rank to identify positions before the move rather than during it.

Sector rotationBreakout structureRelative strengthCatalyst events

Performance

Ten years, measured against the field.

Annualised returns over the same ten-year period, compared against the major benchmarks. The figures below represent the founder’s trading account since inception and are presented without adjustment.

Strategy / benchmark	10-year annualised
Persevere Asset Management	305%
Nasdaq 100	~210%
S&P 500	~180%
Dow Jones Industrial Average	~150%
Russell 2000	~120%
Bloomberg US Aggregate Bond	~45%

Figures are unaudited and represent the trading account of the founder since inception in 2014. Benchmark figures are approximate cumulative returns over the comparable period. Past performance does not guarantee future results.

News

Commentary and analysis.

Market commentary, position updates and research notes from the firm.

Equity research

Apple: record quarter, services inflection, and what July earnings will confirm

A review of the March quarter results, the services margin trajectory, and the capital return programme — alongside the valuation risk that comes with a premium multiple.

7 Jul 2026

Strategy note

Volatility regime and strike selection in index credit spreads

How the prevailing volatility environment governs strike distance, premium targets and position sizing — and why the same strategy requires different parameters across regimes.

22 Jun 2026

Quarterly review

Second quarter 2026: positioning through a volatile tape

A review of how the multi-strategy framework handled the quarter’s volatility events, including the shifts in directional exposure and the drawdown control that followed.

1 Jun 2026

Enquiries are handled personally.

Persevere Asset Management works with a limited number of clients. Every relationship begins with a direct conversation, and every enquiry is treated as confidential.

Enquiries

invest@persevereasset.com

Office

Los Angeles, California

Availability

Limited capacity for new relationships

Process

Send a brief note outlining your objectives, time horizon and approximate capital. No documentation is required at this stage.

You will receive a direct response within two business days to arrange an introductory conversation.

That conversation covers the strategy framework, the risk parameters, the track record and its limitations, and whether the mandate suits your objectives.

If both parties wish to proceed, terms, fee structure and onboarding are discussed privately.

Send an enquiry