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THE ROY FUNDS
Systematic Equity Indices Mid-Cap |
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- CTA Name : The Roy Funds
- Program Name : Systematic Equity Indices Mid-Cap
- Start Date : 2005-01-06
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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 : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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The Roy Funds
Systematic Equity Indices Mid-Cap
There is no performance data for this program
The SYSTEMATIC EQUITY INDICES MID-CAP PROGRAM looks at anomalies between the major cash stock indices. When the proprietary mathematical relationship model (MRM) is sufficiently bullish or bearish, we take positions in that direction using the E-Russell futures. Stop-loss orders are employed for risk management. Trade management is achieved by constantly monitoring the MRM for deterioration whereby we exit or reverse our positions. This technique is employed on both a day-trade and position trade basis to achieve very steady, stable returns and to minimize overnight exposure.
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