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Original Program

  • CTA Name : John W. Henry & Company
  • Program Name : Original Program
  • Start Date : 1982-10-31
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • 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 : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

John W. Henry & Company

Original Program

There is no performance data for this program

The Original Investment Program began trading client capital in October 1982 and was the first program offered by JWH. The Original Investment Program seeks to capitalize on long-term trends in a broad spectrum of worldwide financial and non-financial futures markets, including agricultural, currency, energy, global stock index contracts, interest rate, and metals. This program uses the two-phase investment style, meaning long or short positions are always held in the markets included in the portfolio. In 1992, a broad research effort was initiated to enhance the risk-reward ratios of the Original Investment Program without changing its trading philosophy. Global markets were added; sector allocations were shifted, with increased weighting given to financial markets; and some contracts were removed from the program. The quantitative model underlying the program was not changed. Beginning in October 1995, the position size in relation to account equity in this program was reduced approximately 25%. Today, the Original Investment Program is one of JWH's largest and historically best-performing programs, manifesting lower volatility since the changes were implemented in 1992.

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