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Global Strategic

  • CTA Name : Fort Orange Capital Management
  • Program Name : Global Strategic
  • Start Date : 1991-11-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 1%
  • 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 : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Fort Orange Capital Management

Global Strategic

There is no performance data for this program

Program Description: Fort Orange generally uses multiple, trend following technical trading systems. Trading recommendations are based on signals generated by charts, manual calculations or computers. These trend following systems are designed to generally buy when prices rise and sell when prices fall. These systems differ in several ways: their mathematical design, the sensitivity with which they respond to market movements, the method by which exit points are determined and the ease with which they reverse direction. All systems use a trailing stop to exit from positions. Some systems may also set a price objective. These systems will exit if the objective is reached (before the trailing stop is triggered), and may then attempt to re-enter the market at a subsequent date. The trading systems are programmed into computers maintained and operated on Fort Orange's premises. Each day, price information for the futures interest contracts being monitored is entered into the computer. Programs are then run to generate a series of trading signals highlighting changes in trends and indicating desired entry and/or exit prices for each futures interest contract. The system currently being utilized by Fort Orange are independent from one another; one method may be signaling that a long position in a commodity should be established while the other methods are signaling that funds not be invested in that commodity. The objective of Fort Orange in utilizing more than one trading system is to have diversification in the approaches to the markets and to reduce down-side volatility, relative to expected reward.

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