HOME   CONTACT US
 
Register for FREE ACCESS to the CTA Database, Research Reports and In-Depth Qualitative Analysis

click here
Submit your Managed Futures program, update your monthly performance

click here

FALL RIVER CAPITAL, LLC
Global Strategies

  • CTA Name : Fall River Capital, LLC
  • Program Name : Global Strategies
  • Start Date : 2002-04-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Fall River Capital, LLC

Global Strategies


PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW

Fall River's Global strategies program attempts to distinguish between markets that are in long-term momentum moves and those that are not. Its algorithms also indicate when it is statistically appropriate to stand aside from markets that are not in long-term moves. When a market is determined to be appropriate for investment, the program trades aggressively with a short-term system, and then, only in the direction of the long-term momentum. A three dimensional counter trend liquidation strategy is subsequently applied to each position, to facilitate reducing risk and increasing equity curve efficiency. The program aspires to achieve a 15% to 20% annual return with contained drawdowns under 15%.



Return to the F Index Page

Return to the Info Index Page


Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us
Webmarketing