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WELTON INVESTMENT CORPORATION
Global Directional Portfolio |
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- CTA Name : Welton Investment Corporation
- Program Name : Global Directional Portfolio
- Start Date : 2004-04-01
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- Trading Strategy
- Systematic : 90%
- Discretionary : 10%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Welton Investment Corporation
Global Directional Portfolio
There is no performance data for this program
Harnesses directional return drivers which are a source of diversification, leading to three portfolio-level benefits - Large upside potential in rapidly moving or longer sustaining trending
markets, lower exposure in overextended trends & non-directional markets, and event risk mitigation potential (significant returns in negative, event driven markets. The product is designed to seek to reliably deliver the directional managed futures style class through
diverse model composition, multiple time frames, and broad sector coverage using five price movement-type fundamentals. The models also incorporate general price movement characteristics and trading group characteristics which in combination with the others produce
about 100 different market-model positions in aggregate portfolio exposure. The strategy employs efficient implementation and sound risk management.
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