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Omnibus Fully Diversified

  • CTA Name : Clift & Company, LLC
  • Program Name : Omnibus Fully Diversified
  • Start Date : 2003-01-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : -
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : Yes
  • Meats : Yes
  • Softs : -

Clift & Company, LLC

Omnibus Fully Diversified

There is no performance data for this program

Program Description: Clift currently trades futures contracts on the E- Mini S&P 500 (the E- Mini), the Nasdaq 100 Index (E_Nasdaq), and the full-size S&P 500 pursuant to its Equity Index Trading Program. Apprroximately two thirds of the Partnership's positions will typically be in the S&P 500 index and one third will be in the Nasdaq 100 index These percentages may vary depending on the market conditions and other factors. From time to time Clift may exercise discretion in entering and exiting positions based on its analysis of market conditions and the underlying logic of its trading systems. Trading decisions are based on multiple systematic trading programs operating across different time scaled. These systems are based on logical trading concepts that employ propriety indicators in their signal generation logic and use of methodologies that range from contra-trend to breakout and trendfollowing approaches. The total margin used by all of the systems generally comprises approximately 10% of the beginning account value (including notional funds, if any) but could also change depending on market conditions and required margin levels.

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