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Global Diversified Futures 3X

  • CTA Name : Dekker Capital Mgmt, LLC
  • Program Name : Global Diversified Futures 3X
  • Start Date : 2004-09-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : -
  • 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 : Yes
  • Softs : Yes

Dekker Capital Mgmt, LLC

Global Diversified Futures 3X

There is no performance data for this program

DCMís investment process is entirely systematic and trend following in nature. In order for DCM to establish a long position, a market must be exhibiting a long term trend and be breaking out to new highs with momentum. Our exact buy discipline is proprietary. DCM will exit positions if you stop loss is it or when we hit our trailing profit exits. Our exact sell discipline is proprietary. We will also take short positions, the discipline is essentially the same for long or short positions. Portfolio Construction and Maintenance: Our portfolio construction is dynamic and dependant upon current trends across the markets we trade. The protfolio construction is dynamic. DCMs base portfolio is comprised of 45 highly liquid global futures markets which currently include: Unleaded gasoline, Heating Oil, Gold, Light Sweet Crude Oil, Natural Gas, Copper, Sugar #11, NY Coffee, Cotton, London Zinc, London Aluminum, London Copper, CAC 40, Long Gilt, Gas Oil, Brent Crude Oil, Dax, Euro Stoxx 50, Bobl, Bund, Emini S&P 500, Swiss Franc, Mexican Peso, Lean Hogs, Live Cattle, Japanese Yen, Euro, Eurodollar, Canadian Dollar, British Pound, Australian Dollar, Wheat, US 10 Year Note, US 30 Year Bond, US 5 Year Note, Soybean Meal, Soybeans, Soybean Oil, Corn, Austrialian 10 Year, Austrialian 3 Year, Nikkei 225, Topix, Japanese 10 Year Government Bond, Hang Seng. No instrument is given more weight in terms of position sizing, upon entering each trade will have equal risk in terms of percentage of total equity. Given that DCM trades 3 systems, none of which are always in a market, an instrument or sector that is exhibiting strong trends will have larger positions and risk relative to other sectors that arenít exhibiting trends. This allocation can change on a daily basis as markets are always changing. Differentiating Features: Our trend definition allows DCM to be more selective in the trades which reduces the number of times our stop is hit in a sideways market. Our global money management rules allow us to continue to place trades in sectors that are exhibiting strong trends while changing our exit methodology that allows our systems to exit faster. Our exit methodology allows DCM to stay with trades longer during consolidation or pauses in long term trends. Our systems have been statistically researched since 2002, backtesting in some markets goes back over 40 years. Out of sample data is constantly being acquired in order to thoroughly test our systems and has always confirmed DCMís expectations. Please see DCMís institutional brochure for further information.

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