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NON- LINEAR TECHNOLOGIES, INC.
Individual Plus Program |
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- CTA Name : Non- Linear Technologies, Inc.
- Program Name : Individual Plus Program
- Start Date : 2001-01-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Non- Linear Technologies, Inc.
Individual Plus Program
There is no performance data for this program
The Advisor’s trading system is a computer-automated, purely quantitative trading system built on the belief that market price movements are not the random consequences of a rational crowd of perfectly informed market participants. The trading system utilizes a range of computerized trading models with an extensive database of historical data to ensure performance over a full range of market conditions. The Advisor currently trades interest rate and currency futures contracts. The Advisor anticipates that additional contracts may be traded in the future. The trading approach relies on technical responses to the market action, as opposed to trading on the underlying fundamentals. The program does not necessarily look for a trend following market, but rather seeks to identify the nearby direction accompanied by an appropriate energy level. It may follow a longer-term trend by taking profit objectives and then re-entering the market. The Advisor’s analysis indicates that the maximum profit in technical trading is accompanied by an unacceptable risk of short-term negative earnings (?equity drawdowns?). Therefore, rather than trading for maximum profit the system seeks to generate adequate profit with manageable drawdowns. The worst-case drawdown seen through simulations and actual trading is approximately twenty to twenty-five percent. It is also possible, however, for future market conditions to cause a drawdown in excess of twenty-five percent. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
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