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INVESCO
Financial Futures |
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- CTA Name : Invesco
- Program Name : Financial Futures
- Start Date : 1991-08-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : Yes
- Technical : -
- Diversified Market Strategy : -
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Invesco
Financial Futures
There is no performance data for this program
Program Description: Financial Futures provides exposure to three markets: - U.S. Equities, - U.S. Treasury Bonds, - U.S. Dollar Cash. The level of exposure to each of these markets is based on the forecasts provided by our proprietary U.S. Stock Market Model and U.S. Bond Market Model. Model forecasts are published on the last day of the month. Exposure levels are then determined using a mechanical translation of the Model forecasts. The program also incorporates a return enhancement strategy known as "Buy Declines", which allows additional exposure to stocks when: (a) Stock prices decline by 4% or more from a market peak, and (b) The stock model is sufficiently bullish to warrant additional exposure to stocks. The additional exposure to stocks is then maintained until: (a) The market hits a new peak, or (b) The market declines 10 % from its old peak. As is the case with the basic program, the additional exposure to the U.S. equity market is determined using a mechanical translation of the U.S. Stock Market Model forecast.
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