|
Register
for FREE
ACCESS
to the CTA Database,
Research Reports and In-Depth Qualitative Analysis
click
here |
|
|
Submit your Managed Futures program, update your monthly
performance
click
here
|
|
|
FALL RIVER CAPITAL, LLC
Global Strategies |
|
- CTA Name : Fall River Capital, LLC
- Program Name : Global Strategies
- Start Date : 2002-04-01
| |
|
- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
| |
|
- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : Yes
| |
|
- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
| |
Fall River Capital, LLC
Global Strategies
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 appropriate 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 program aspires to achieve a 15% to 20% annual return with contained drawdowns under 15%.
Return to the F Index Page
Return to the Info Index Page
|
