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JOHN W. HENRY & COMPANY
Financial & Metals Portfolio

  • CTA Name : John W. Henry & Company
  • Program Name : Financial & Metals Portfolio
  • Start Date : 1984-10-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

John W. Henry & Company

Financial & Metals Portfolio


PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW

The Financial and Metals Portfolio is JWH's second-longest running program. The program seeks to identify and capitalize on intermediate-term price movements in four worldwide market sectors: currencies, interest rates, metals, and non-US stock indices. This program uses the three-phase investment style, meaning that the program can hold long positions, short positions or, if no trend is detected, the program can hold no position in a given market. Beginning in August 1992, the position size in relation to account equity in this program was reduced approximately 50%. Since the changes were implemented in 1992, the Financial and Metals Portfolio has experienced lower volatility. The quantitative model underlying the program was not changed.



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