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  • CTA Name : Royer, Brad
  • Program Name : Spectrum
  • Start Date : 2000-03-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 10%
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Royer, Brad


There is no performance data for this program

Program Description: The SPECTRUM Trading System invests in a proprietary portfolio of commodity futures, representing most of the major groups. These include but are not limited to: Financials, Currencies, Metals, Energy Complex, Softs, Grains, Foods, Fibers, and Wood Products. Presently, all commodities traded are on U.S. exchanges. SPECTRUM is an intermediate-term, dynamic, trend-following system. All futures in its portfolio are monitored daily, but only those whose trends are exhibiting "high momentum" are selected for participation. The system profits equally well from either price increases (long) or price decreases (short). Entries are made on price "break-outs", and stops are placed first as money management tools, later to protect a portion of accrued profits. The vast majority of trades end up as minor losers and/or winners, with only a small percentage of positions going on to achieve major profits. But it is from these few, largely profitable trades that virtually all of SPECTRUM'S net profits come. In fact, SPECTRUM is an incorporation of most now cliché tenants of commodity trading: trade with the trend, cut losses, let profits run, all while maintaining discipline, patience and consistency. What makes SPECTRUM unique is the proprietary way these elements have been painstakingly balanced, tested and programmed into a computerized system. The computer monitors and organizes the myriad changing details of the day to day market environment, freeing the trader mentally and emotionally from all but keeping the correct portfolio of positions. The computer system also does ongoing back testing, thereby "proving" its continued profitability.

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