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THE ROY FUNDS
Systematic Equity Indices Large-Cap

  • CTA Name : The Roy Funds
  • Program Name : Systematic Equity Indices Large-Cap
  • Start Date : 2005-07-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

The Roy Funds

Systematic Equity Indices Large-Cap


PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW

The SYSTEMATIC EQUITY INDICES LARGE-CAP PROGRAM looks at anomalies between the major cash stock indices. When the proprietary mathematical relationship model (MRM) is sufficiently bullish or bearish, we take positions in that direction using the E-mini S&P futures. Stop-loss orders are employed for risk management. Trade management is achieved by constantly monitoring the MRM for deterioration whereby we exit or reverse our positions. This technique is employed on both a day-trade and position trade basis to achieve very steady, stable returns and to minimize overnight exposure.



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