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SMITH POINT INVESTMENT, LTD. Regular Program |
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- CTA Name : Smith Point Investment, Ltd.
- Program Name : Regular Program
- Start Date : 1995-03-01
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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 : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Smith Point Investment, Ltd.
Regular Program
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The trading method developed by the Advisor (the Model) is designed to identify and capitalize on trends in intermediate maturity US government interest rates and to minimize risk during trendless periods. The Model has two components. 1) The trend portion, is used to determine whether to be long or short. 2) The volatility measure, is used to determine the number of contracts to buy or sell. The Model is predicated on the study of historic Treasury note futures contract price behavior. All transactions are based solely on buy and sell signals generated from the Model’s objective, proprietary mathematical formulas. Smith Point currently offers two programs which are identical in trading strategy but which differ in terms of the degree of leverage utilized. The Regular Program employs leverage of up to 6.75 times the value of the underlying assets. The Aggressive Program is leveraged 2 times as much as the Regular Program.
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