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Aggressive Diversified Program

  • CTA Name : Saxon Investment Corporation
  • Program Name : Aggressive Diversified Program
  • Start Date : 1993-11-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 50%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Saxon Investment Corporation

Aggressive Diversified Program


Saxon is primarily a systematic trend-follower, its trading decisions are generally based on a combination of technical indicators, money management principles and Mr. Seidlerís overall experience and judgement regarding various market factors and conditions. The technical indicators are based upon research and analysis of actual patterns of historical price fluctuations not on fundamental supply and demand factors. Saxon utilizes a fixed fractional strategy where by the percentage of equity risked is kept constant with fluctuations in equity due to gross realized profits or losses. Each trading programís money management rules limit the equity that may be committed to each trade at each stage of the trend, and to each market and group of markets. These rules also set stop losses for each position and for each account overall. Under the Aggressive Diversified Program, the percentage of equity risked on any particular trade is greater than under The Diversified Program, but generally not more than twice as great.

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