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Lonestar Strategy

  • CTA Name : Northbridge Capital Management, Inc.
  • Program Name : Lonestar Strategy
  • Start Date : 1993-01-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Northbridge Capital Management, Inc.

Lonestar Strategy

There is no performance data for this program

Formerly the KB Global Trading II Strategy: This strategy is designed to follow short to medium term trends. Investment decisions are determined by computerized technical signals. The Lonestar Global is not statistically correlated to traditional investments such as stocks and bonds. The mix in the portfolio is determined by several factors including relative volatility and correlation. An instrument will remain neutral until a trend appears to begin to develop. Positions will then be initiated in stages depending on the strength of the underlying trend. The volatility filters in the system allow it to build or reduce positions over time. This system is particularly sensitive to trends within larger trends. On average, each of the instruments in the portfolio trades once every three to four days.

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