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FALL RIVER CAPITAL, LLC
Global Strategies HL |
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- CTA Name : Fall River Capital, LLC
- Program Name : Global Strategies HL
- Start Date : 2002-04-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : -
- Softs : Yes
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Fall River Capital, LLC
Global Strategies HL
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
Fall River's Global strategies program attempts to distinguish between markets that are in long-term momentum moves and those that are not. Its algorithms also indicate when it is statistically appropriate to stand aside from markets that are not in long-term moves. When a market is determined to be in a suitable pattern for investment, the program trades aggressively with a short-term system, and then, only in the direction of the long-term momentum. A three dimensional counter trend liquidation strategy is subsequently applied to each position, to facilitate reducing risk and increasing equity curve efficiency. The HL program aspires to achieve a 25% to 35% annual return with contained drawdowns under 25%.
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