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CLAUGHTON CAPITAL, LLC
Claughton Capital - Auto Reactive Positioning - Institutional Program |
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- CTA Name : Claughton Capital, LLC
- Program Name : Claughton Capital - Auto Reactive Positioning - Institutional Program
- Start Date : 2005-10-03
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- Trading Strategy
- Systematic : 85%
- Discretionary : 15%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : -
- Meats : -
- Softs : -
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Claughton Capital, LLC
Claughton Capital - Auto Reactive Positioning - Institutional Program
There is performance data for this program
Claughton Capital LLC uses an innovative systematic approach on a diverse range of futures. The strategy is called Auto-Reactive Positioning (ARP) and uses market behaviour to determine what sub-strategy is most appropriate to trade at any given time. The ARP strategy is designed to dynamically allocate capital between a predominantly employed probability based pattern recognition strategy and an occasionally employed strategy of following the trend. Market conditions dictate when this transition occurs on an intra-day basis. This is what separates the ARP strategy from traditional strategies and results in reduced drawdowns, enhanced performance and daily non-correlation.
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