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HTD Select

  • CTA Name : Hill Financial Group Ltd.
  • Program Name : HTD Select
  • Start Date : 2003-08-01
  • 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 : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Hill Financial Group Ltd.

HTD Select

There is no performance data for this program

The Hill Tactical Diversified (HTD) incorporates a portfolio of trading technologies across various holding periods. The HTD is a unique quantitative strategy that has been designed to capture short-term price movements of futures contracts through the use of several layers of analysis. HTD identifies trading opportunities through the use of highly researched algorithms which are applied to a portfolio of futures on both the long and short side. Volume, volatility and price movements are analyzed in order to determine suitability requirements for trade entry. Exact criteria with a high probability of effectiveness must be met in order for a trade to be executed. The methodology is extremely short term in nature and utilizes counter trend and momentum analysis. Positions are held for an average of 2 to 6 days. Time frame algorithms use 30 day, 10 day and 3 day analysis. Final trade entry is confirmed by the current day's market action. The trading program's average margin to equity ratio is approximately 10%; however, this percentage may vary widely. The program will trade a diversified portfolio of domestic U.S. futures contracts and may trade foreign futures contracts. These include but are not limited to interest rates, currencies, stock indices, oil products, precious metals, grains, meats and international food products. Risk Management Risk Management consists of allocating capital to various components of a portfolio and maintaining portfolios within risk and returns objectives. The objective of the risk management is to maintain risk within program defined boundaries. However, there is no guarantee that risk will not exceed these boundaries. Risk management is a dynamic process and can be affected by the level of risk assumed, timing of portfolio transactions, account additions and withdrawals, portfolio rebalancing, and the size of the account among other things. For example, it is possible that a smaller account might not have the same positions as a larger account due to pricing out of highly volatile positions. The portfolio's targeted return to risk ratio is estimated to be two to one. The HTD has a targeted drawdown of 10-15%. Due to the short-term nature of the strategy, position sizes can be more easily adjusted to the investment equity level to assist in the risk management process. It is estimated that each contract will trade between 8-18 times per year. The number of positions held at any one time averages between 60 and 75% of the entire portfolio. The HTD targets a specific risk of .005 per trade and uses market volatility and the dollar value of a contract to determine positions sizes. The HTD Select program offers a modified portfolio for smaller investments in the $50,000 range. Holliston Hurd is responsible for overseeing Hill's Trading Programs. Hill uses proprietary and confidential trading strategies. The above description is in general terms and is not meant to be exhaustive. As a general policy, Hill has adopted the trading programs describe herein to guide in the decision making process of investing client funds. Hill reserves the right to modify this policy, in whole or in part, at its sole discretion and without prior notice to or authorization of the client. Research on the programs is continuously conducted and Hill reserves the right to incorporate enhancements at its sole discretion and without prior notice to or authorization of the client. The Advisor may add or delete markets traded at any time. There can be no assurance that the programs will yield the same results that have been achieved in the past.

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