CNV Capital Management LLC

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 492983
Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Visits
Adaptive Alpha Strategy (Client) archived programs N/A 7.58 -14.86 $ 1,000k 2092
Adaptive Alpha Strategy (Prop) archived programs N/A 6.26 -7.10 $ 1,000k 1946

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Portfolio Manager

Richard Weissman

CTA Introduction

CNV Capital Management LLC is a managed futures fund (CTA) that has developed a low volatility breakout strategy, as well as a high volatility mean reversion strategy, which are proprietary, short term (2-10 days hold time) managed futures strategies applicable to all markets. The strategies seek to minimize risk by trading assets that experience a statistically significant increase (or drop) in volatility thereby capitalizing on an asymmetric risk/reward profile which consistently arises in all assets due to the cyclical nature of volatility. The strategies use two different time-sensitive mathematically-derived volatility indicators. The shorter-term indicator determines where we are in the volatility cycle. The longer-term volatility indicator is then used to determine how we manage positions once we've entered the market (in terms of both risk management as well as position management - e.g. where we place stops, when we move stops). The strategies are a 100% systemic approach with low to negative correlations to other major asset classes such as equities, debt securities, real estate and precious metals. CNV only trades the most liquid assets from the following asset classes: equity index futures, interest rate futures, energy futures, metals futures, agricultural futures, FX futures. Richard Weissman is the CEO and head of trading; he is an industry leader who teaches professional traders risk management and trading, and is the author of the well known book "Trade Like a Casino", as well as "Mechanical Trading Systems".