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TAMI Macro

  • CTA Name : Tucson Asset Management,Inc.
  • Program Name : TAMI Macro
  • Start Date : 2000-10-01
  • Trading Strategy
  • Systematic : 95%
  • Discretionary : 5%
  • 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 : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Tucson Asset Management,Inc.

TAMI Macro


TAMI's Macro trading program seeks to benefit from long-term moves in a broad basket of worldwide futures and forwards markets. A single, fully systematic model is uniformly applied to all markets traded; however, TAMI's principals on occasion may elect to modify positions in order to manage program risk. Though the portfolio may change over time, it is anticipated that the program will continually trade in 30-40 markets. In general, the program will have a position in each market within the portfolio with no long or short bias. The long-term nature of this program results in a low correlation to TAMI's other trading programs. Position size in the markets traded is derived from TAMI's return and drawdown targets. The Macro program targets an average annual return of 15-25% with annual expected drawdowns of 10-15% and an occasional drawdown of 20-25%. The TAMI Macro trading program is an exempt program under CFTC rule 4.7 and as such is only open for investment by "Qualified Eligible Persons". In addition, the historical performance information for this program is a composite of both proprietary (adjusted to reflect a 2/20 fee structure) and non-proprietary fully-funded accounts. TAMI maintains a comprehensive website (www.tami.com) from which clients and prospective clients can download TAMI's disclosure document and monthly performance data.

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