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  • CTA Name : Mobius Asset Management, Inc.
  • Program Name : Diversified
  • Start Date : 2004-03-01
  • 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 : Yes
  • Meats : -
  • Softs : Yes

Mobius Asset Management, Inc.



The New Diversified Trading Program is a diversified trading program both by products and trading methods. The primary objective of this United States trading program is to provide clients with attractive rates of return consistent with the adherence to prudent risk management procedures. The Program was developed with a minimum investment of $250,000 and trades in units of $250,000, (for example, $1,000,000 will trade four units) in order to provide both individual and institutional investors the opportunity for personal, professional and highly disciplined non-traditional management services. The Diversified Trading Program is technical and systematic. The Diversified Trading Program combines long term trend following and counter trend methodologies together with a short term system that blends short term trading methodologies of Commodity and Financial sectors. The commodities currently traded are Gold, Silver, Platinum, Copper, Swiss Franc, Japanese Yen, British Pound, Treasury Bonds, Treasury Notes, Eurodollars, Soybeans, Soybean Oil, Wheat, Corn, Sugar, Coffee, Cocoa, Cotton, Crude Oil, Unleaded Gas, Natural Gas and the S&P 500. The advisor reserves the right to add or delete commodities from its portfolio without prior notice to its clients. Managing risk is an essential variable in the investment process. The Program employs risk management guidelines that enable returns to naturally occur as the result of solid investment strategy. The Program employs a proprietary risk management overlay that monitors position size (number of contracts and commodities) based on market volatility. Each position's risk management parameters are updated daily and intra-day to monitor volatility within the total portfolio. The proprietary risk management overlay utilizes pre-determined stop-loss points and orders to limit loss and preserve profits. Each commodity market traded has specific stop-loss points which 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 evaluation of historical market volatility and liquidity. Changes in volatility, overnight market movements, slippage in trade execution and exchange price limits may lead to losses that are in excess of the stop-loss limit, and accordingly, are higher than contemplated. In the event of a favorable market move, previously established stop-loss points or orders may not be left at their original price levels, but may be moved to follow (or "trail") the market. Such trailing stop-loss orders may be used to protect unrealized profits from severe market reversals or reduce the potential of greater loss. The Advisor determines position size as a function of equity and market volatility. As the volatility increases, position size will generally be decreased. Conversely, as volatility decreases, position sizes may increase. The Advisor generally expects to maintain a margin to equity ratio of approximately 20-25% under this Program.

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