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ROTELLA CAPITAL MANAGEMENT
Standard Leverage Program |
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- CTA Name : Rotella Capital Management
- Program Name : Standard Leverage Program
- Start Date : 1991-01-01
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- Trading Strategy
- Systematic : -
- Discretionary : 50%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : -
- Meats : -
- Softs : Yes
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Rotella Capital Management
Standard Leverage Program
There is no performance data for this program
Program Description: The STANDARD LEVERAGE PROGRAM employs multiple time-frame, technical trend-based studies to trade a diversified portfolio of more than 80 markets (utilizing managed futures and cash foreign exchange products) across four asset classes . Trading signals are generated systematically; a discretionary overlay is applied only on capital allocation and overall leverage decisions. Two funds are currently traded according to this Program: Rotella Polaris Fund, LLC is available to U.S. investors, and Rotella Polaris Fund, Ltd is available to non-U.S. investors and tax-exempt U.S. investors. Note: The history provided herein represents the composite performance of all non-proprietary accounts traded according to this program.
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