|
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
|
|
|
JOHN W. HENRY & COMPANY
Worldwide Bond Program |
|
- CTA Name : John W. Henry & Company
- Program Name : Worldwide Bond Program
- Start Date : 1996-07-31
| |
|
- 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 : -
- Interest Rates : Yes
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
| |
John W. Henry & Company
Worldwide Bond Program
There is no performance data for this program
The Worldwide Bond Program seeks to capitalize on intermediate-term trends by investing in the long-term portion of the worldwide interest rate markets. Although the Worldwide Bond Program concentrates in one sector, diversification is achieved by trading the interest rate markets of major industrialized countries. 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. Due to the limited number of markets traded, the Worldwide Bond Program may be less diversified than other JWH financial programs. Beginning in March 2000, the position size in relation to account equity was increased approximately 25% and increased an additional 20% commencing in June 2000. These two changes represent an overall position size increase of 50% since March 2000. The quantitative model underlying the program was not changed
Return to the J Index Page
Return to the Info Index Page
|
