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Global Trends

  • CTA Name : Fall River Capital Mgmt., LLC
  • Program Name : Global Trends
  • Start Date : 2000-08-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • 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 Mgmt., LLC

Global Trends

There is no performance data for this program

Fall River's Global Trends Program is designed to be continuously present in each of the 70+ markets that it trades. To control costs during trendless periods it trades aggressively with two shorter time frame systems. First, the long-term trend system is complemented with a short-term counter trend system. Both systems have been profitable on a stand-alone basis and have a strong negative correlation. A robust intermediate term breakout approach is also included in the mix. Trades in each of the non-trend systems are passed through a volatility filter that determines the magnitude of the counter trend strategy. The complimentary action of the three systems helps to reduce drawdown during trendless market periods. The program aspires to achieve a 15% to 20% annual return with contained drawdowns under 15%.

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