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Global Diversified

  • CTA Name : Richmond Capital Corporation
  • Program Name : Global Diversified
  • Start Date : 2000-04-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : -
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : Yes
  • Meats : -
  • Softs : -

Richmond Capital Corporation

Global Diversified

There is no performance data for this program

Program Description: Our trading program is a proprietary systematic approach combining a unique blend of momentum, volatility and trend identification components to enter and exit positions. When exiting positions, the system takes advantage of long-term trend following techniques that allow profits to run. In addition, a comprehensive risk management system is combined with the technical system to create superior risk adjusted returns. Our goal is to average yearly returns in our portfolios at a ratio of three to one (gains to drawdown). Our systems objectives are to create a decision making model that seeks to identify and participate in the inherent momentum and volatility expansion associated with the beginnings of major price trends. Once our criteria are met we seek to act on our information as early as possible, typically just prior to the pricing windows in which most other long term technical systems begin to signal their shifts in trend. We then manage risk in such a manner that it is possible to maintain the initial position as it transforms itself from its intermediate-term momentum into a long-term position. We also manage our market exposure and overall portfolio risk by having the technical system identify pre-determined risk levels for individual trades, additionally, utilizing the comprehensive portfolio-wide risk management system.

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