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  • CTA Name : Drury Capital, Inc.
  • Program Name : Diversified
  • Start Date : 1997-05-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Drury Capital, Inc.


There is no performance data for this program

Program Description: Drury Capital's Diversified Trend-Following Program is systematic and technical. Technical analysis is based on the theory that the study of the commodities markets themselves will provide a means of anticipating the external factors that affect the supply and demand of any particular commodity in order to predict future prices. The portfolio of instruments traded by the Program is broadly diversified, including approximately half of total trades in financial markets and half of total trades in physical commodities. The firm seeks to enter into incipient trends; exit with discipline when they fail; remain with winning trends for long periods. The Program utilizes a mathematical algorithm to analyze technical data in order to generate trading signals. When analyzing such data, the algorithm evaluates short-term and long-term data as well as behavioral aspects of each market. The resulting signals are executed using proprietary rules to account for market liquidity and volatility. A strict money management discipline is in place, the design of which is intended to maximize return while diminishing volatility.

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