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  • CTA Name : Dunn Capital Management
  • Program Name : Standard
  • Start Date : 1974-01-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 50%
  • 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 : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Dunn Capital Management


There is no performance data for this program

Dr. William A. Dunnís background and training in theoretical physics is what contributes to the extensive research methods his firm has applied to the futures markets. It is Dunnís confidence with his research that allows for the computer model outputs to exclusively mandate the trades to be made. Using a disciplined trading approach provides a statistical consistency with historical research. Dr. Dunnís philosophy is that if a system can profit and survive through good and bad periods of historical backtesting or market data then it can profit and survive during real-time trading. Thus by analyzing historical price data one can compile trading models to profit in todayís marketplace. It is Dr. Dunnís belief that all available information is quickly absorbed by market participants and immediately reflected in market prices. The basic trading strategy for Dunnís Standard and WMA programs is to hold continuos positions (either long or short) with the major price trend of each future in the portfolio. This approach is designed to capture a substantial fraction of the total profit from important changes in a futureís price. DTS does not seek to predict when the next important move will occur nor when a particular future or group of futures will enter a choppy or unprofitable trading phase. The system attempts to maintain a balanced and diversified risk posture. Dunn believes that this approach will contain the inevitable series of small losses and whipsaws within tolerable limits, and Dunn expects to be in a position to benefit from major price trends whenever they develop. In general terms, the Standard program may be described as a technical, long-term, major trend following, reversal system. All decisions necessary to implement the program are derived from proprietary computer programs desined by Dunn.

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