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FORT, INC.
Global Trend Program |
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- CTA Name : FORT, Inc.
- Program Name : Global Trend Program
- Start Date : 1996-04-01
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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 : Yes
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : -
- Meats : -
- Softs : -
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FORT, Inc.
Global Trend Program
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
FORT Global Trend (Formerly the Global Income and Multi-Income Partners) follows an adaptive systematic trend-following investment strategy. Its goal is to capture intermediate-term trends (1 to 3 months) in interest rates, currencies, stock indices, energy and precious metals. The system buys the market on strength and sells on weakness. The trading system uses the same design for all markets. For each market, identical rules are analyzed. These elementary rules utilize 1 to 3 parameters. The characteristics of these rules resemble amongst others, breakouts (bands or point-and-figure), averages (simple or exponential), trend-line regressions, Dow theory and Market Profile type frequency distributions. Though the design of the trading system is identical across markets, its actual estimated parameters and rule choices lead to different trading behavior across markets.
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