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RING CAPITAL MANAGEMENT LLC
RCM S&P500 Futures Program |
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- CTA Name : Ring Capital Management LLC
- Program Name : RCM S&P500 Futures Program
- Start Date : 2006-11-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Ring Capital Management LLC
RCM S&P500 Futures Program
There is no performance data for this program
The RCM S&P500 Futures Program uses a 100% systematic approach, developed by the principal, for trading the S&P500 full size and e-mini futures contracts. The program does not presently buy or write options. The program may enter long or short positions in the S&P500 contract and seeks to reduce overall market risk by minimizing time in the market. The average holding period for a position is less than six days. The program is out of the market approximately 70% of the time and has low correlation to the S&P500 Index.
Prior to accepting customer accounts the program was extensively back-tested and then traded for over a year on a proprietary account.
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