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MULVANEY CAPITAL MANAGEMENT, LTD.
Global Diversified |
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- CTA Name : Mulvaney Capital Management, Ltd.
- Program Name : Global Diversified
- Start Date : 1999-05-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Mulvaney Capital Management, Ltd.
Global Diversified
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The MCM Program is based on a multi-phase long-term trend-following system and is completely mechanical and broadly diversified. Sector weightings are determined using a proprietary orthogonal decomposition algorithm. The MCM Program seeks to profit from the long-term volatility manifested in major price dislocations, but insulate the equity curve from the impact of short-term volatility. Position liquidations are triggered by statistically significant adverse price action and never at pre-determined objectives. This strategy allows the system to participate in multi-year trends, generating commensurate profits. The system engages in options strategies to protect unrealised profits and reduce portfolio volatility.
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