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Managed Futures

  • CTA Name : Suninghill
  • Program Name : Managed Futures
  • Start Date : 2005-09-23
  • Trading Strategy
  • Systematic : 0%
  • Discretionary : 100%
  • Fundamental : Yes
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : -
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : -


Managed Futures

There is no performance data for this program

The Advisors trading program is based primarily on quantitative and fundamental analysis. Although technical (chart pattern) analysis is used in the program, its influence in trading decisions is rather small. The Advisor intends to focus its trading on the financial futures markets, and will occasionally buy and sell futures and option contracts in the energy and precious metals markets. Believing that economic fundamentals are primarily responsible for driving the long term direction of a market, the Advisor will use discretion when analyzing not only price and economic descriptive data, but geopolitical and social issues as well. Statistical analysis will be conducted on various markets to locate price patterns and behavior that confirm the Advisors fundamental analysis. The program will look at global macro economics when developing an outlook for the Foreign Exchange markets, U.S. bond markets, and U.S. stock markets. In addition to economic data, constant study of political matters, both U.S. and geopolitical, will impact the Advisors outlook formulation, as the impact of government decisions is rather large in global markets. The economic data, along with the political analysis, will be used to establish a long-term outlook in a particular market, and the program will trade various positions in the attempt to profit. The Advisor does not bias short or long positions. Nor does the Advisor favor one type of contract over another. The Advisor utilizes the option markets to a great extent. Believing in both the hedging value and speculative features of options, the Advisor expects to receive at least 50% of its income from buying and selling options. The option market is utilized to earn monthly and quarterly income for the program, and is also used to hedge futures positions in order to mitigate risk. The Advisor applies risk management strategies to manage overall portfolio risk. These strategies include portfolio structure, and risk limitation. All accounts managed by the Advisor should exhibit parallel performance, in terms of percentages. Excessive commissions can ruin overall performance and therefore, the Advisor will not partake in day trading accounts. Although the Advisor recognizes that day trading may be justified on any given day, it is not a feature of the program and in many cases would lower returns based on the Advisors methodology. The program will use stop-losses as a risk management tool. Although they can hinder the potential for gains in the short-run, stop losses may help provide protection if markets move adversely to Client positions. The specific futures and commodity contracts the Advisor utilizes in its program have been selected based on market liquidity and correlation among various economic trends. Market sectors currently traded include, but are not limited to, U.S. interest rate and bond futures, foreign exchange futures, stock indices, and domestic energy and precious metals futures and options contracts. The Advisor expects that the margin to equity ratio in Client account will range between 25% and 75%, however, this range may be higher or lower depending on certain market conditions. The Advisor will cease all trading and liquidate positions in any account if the account experiences a drawdown in excess of 50% of the original equity. At such time, the Advisor will terminate the account and return any remaining funds to the Client. This liquidation will occur as soon as is economically feasible, however, the Advisor cannot guarantee that any drawdown in the account can be limited to the percentage indicated above due to the volatile nature of the market

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