Lyon Investment Corporation

Financial/Currency

Program Description: Lyon Investment Corporation’s Financial/Currency trading program consists of an integrated multi-system methodology which incorporates both trend and contra-trend strategies. Specific entry and exit signals are based on a variety of indicators including not only the perceived overall direction of movement, but various developed and proprietary measures of the dynamics of short and longer term trend, momentum, and interactions between markets, not on dollar and/or point risk parameters. The base trend methodology uses dynamic measures which self adjust to markets traded and to short and medium volatility and variance dynamics. The contra-trend methodology adds additional risk stops, entry and trade avoidance, and periodic early exit based on dynamic strength as opposed to requiring retracement. The methodology has proven sensitive enough to define changes or to signal the early stages of changed market characteristics, thus enabling to withstand what would otherwise have been difficult periods. The mothodology is fully technical, computerized and identical for all contracts traded. The program provides not only for long or short positions, but can be neutral, with no position, as well. Positions can and have been held for periods in excess of several months. Conversely a trade, either profitable or not, could be exited within one to two days. No compounding of profits via the leverage of profitable open positions is utilized.