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Leveraged Standard Program (2x)

  • CTA Name : Calaveras Trading & Investments
  • Program Name : Leveraged Standard Program (2x)
  • Start Date : 1996-09-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : -

Calaveras Trading & Investments

Leveraged Standard Program (2x)

There is no performance data for this program

The "Leveraged Standard" Program was designed for the more aggressive private investor. This program trades identically to the Fully-Funded Standard program, but is based on trading at two times leverage ($50,000 accounts per unit). (Please see the special disclosure on page 17 of the disclosure document for information on the effect of leverage on risk and return). It started trading proprietary accounts in January of 1996 and customer accounts in September of 1996 and has been profitable each year since inception (Past performance is not necessarily indicative of future performance). Calaveras' "Leveraged Standard" program has been specifically developed for the private investor with $50,000-$250,000 (in $50,000 increments) of risk-capital to invest. The number and volatility patterns of markets traded have been selected with the smaller investment unit in mind, allowing even the private investors to benefit from the diversification and returns that Managed Futures can provide as part of a balanced investment portfolio. CT&I has developed its computer model to: 1) Determine when a price movement is significant enough to implement a trade. 2) To establish its measure of the "Market Confidence Threshold" at each stage of the trade where price-activity justifies exiting the trade. 3) To carefully manage risk throughout the trade. This model has proven itself in testing and in actual trading since 1995 (Past performance is not necessarily indicative of future performance) and is strictly adhered to. The "Leveraged Standard" program currently trades in futures in currencies, interest rate instruments, energies and copper, but reserves the right to modify this portfolio in order to provide more optimal performance under the computer model. Calaveras has carefully selected the markets traded in this program to optimize diversification within the limitations of the account size, using "portfolio theory" to reduce volatility (risk) and provide more consistent returns. Trading Costs and Leverage If funded at the $50,000 per unit level and at a commission rate of $20.00, this would translate into a monthly commission to equity level of 0.5%, or 6.0% annually. The maximum amount of equity used for margin would be approximately 40%, with an average of around 25%. Calaveras allows notional funding of accounts invested in the "Leveraged Standard" program (Please see the special disclosure on page 16 of the disclosure document for information on the effect of leverage on risk and return). Management Fees are calculated based on the trading size of the account (notional funds plus actual funds committed to the account).

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