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Custom Trading Program

  • CTA Name : Mobius Asset Management, Inc.
  • Program Name : Custom Trading Program
  • Start Date : 2002-01-01
  • 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 : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : -

Mobius Asset Management, Inc.

Custom Trading Program


The Mobius Asset Management Custom Trading Program trades a select sector of financial instruments. The primary objective of the trading program is to deliver to clients attractive rates of return while adhering to prudent risk management procedures. The Program was developed with a minimum investment of $100,000 in order to give both individual and institutional investors the opportunity to invest in a professional and highly disciplined non-traditional management area. The commodities currently traded are Gold, Silver, Treasury Notes, Treasury Bonds, Stock Indices, Euro Currency, Soybeans, Soybean Oil, Corn and Crude Oil. The advisor reserves the right to add and delete commodities when needed and without prior notice. The Program is technical in nature and entirely systematic. The Program is designed to detect early trend development using a blend of trend following and counter trend systems. Each commodity traded within the Program has its own unique trading parameters. These parameters measure the volatility of each generated trading signal and its overall effect to the entire portfolio in regard to position size and the ability to add to existing positions when warranted. The trading Program employs a proprietary risk management overlay that monitors position size based on market volatility. The Program is committed to adhere to strict money management techniques as an integral part of the trading program. The proprietary risk management utilizes pre-determined stop loss points, which attempt to limit losses and protect gains. Each commodity traded has specific entry and exit points along with stop levels for existing positions. These are updated daily. It should be noted that stop-loss points are not guaranteed to limit loss to the stop-loss point because, in part they are determined by the Advisor's evaluation of historical market volatility and liquidity. The Program determines position size as a function of both individual commodity volatility and total portfolio volatility. As volatility increases, position size will tend to decrease and when volatility decreases, position size will increase. The margin to equity ratio will be approximately 20-30%.

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