Hartswell Capital Ltd : MP-1

Summary

Hartswell Capital is a boutique absolute return strategy developer led by a multiple Award Winning Portfolio Manager specializing in systematic, technical and quantitative investment strategies in a Global Macro setting focused on currencies in major markets with dynamic risk-management being the foundation of all strategies.

Investment Strategy

MP – 1 looks to recognize naturally evolving price movements which are present in most market conditions, whether that is volatile, nonvolatile or trending, the three important components of a market environment we look for. These price movements are composed of numerous proprietary formulations in which we identify through the use of a proprietary blend using, but not limited to the following: Moving Averages (MA5, 10, 20, 50, 100, 200), Relative Strength Index, Stochastic oscillators, and MACD, with filters such as ADX, Time of Day, News Impact, Fibonacci, Pivot Points, Support/Resistance, Candlestick patterns amongst others which we consider to be proprietary formulas we developed strictly for the use of the MP – 1 strategy. MP – 1 is primarily based on strategies where volatility exists in multiple currencies, with this comes very strict parameters to control our risk with respect to maximum allowed leverage in our system, trades, closures, break even levels etc in which works well when a strong trend is evident, to compensate for periods of non-volatility, the system uses strategies with less weight such as reversion, “scalping” etc and thus enables our system to maintain a respectable DD during all market conditions Hartswell Capital’s MP – 1 is traded on Major FX pairs and cross pairs of the G10 currencies. Hartswell Capital reserves the right to add and remove any currency pair we deem to be either beneficial or harmful to the strategy without notice to client. The algorithm trades 24 hours a day to ensure that all possible market moves are captured within the allotted parameters and the active strategies in the MP – 1. The risk exposure can be adjusted to investor specifications and risk desire to accommodate each individual specifically. Position sizing is between 1/10th to 3/10th of acct value per trade, 100K acct takes on orders of 10K-30K contract sizes, aggregate of total position sizing will be no more than 2000K for the MP – 1

Risk Management

Hartswell Capital has established a strong and cohesive risk management unit for the Hartswell Capital MP – 1 Program. Complete accountability and supervision of risk management lies with the Hartswell Capital Risk Committee (HARC), overseen by the Portfolio Manager for Hartswell Capital Management Inc. Hartswell Capital Risk Committee – Complete accountability and oversight of the MP – 1 program, sets internal investment strategies and risk parameters. The Hartswell Capital Risk Committee is responsible for the implementation of risk and investment strategies. HARC meets weekly to review performance, risk levels and strategy within Hartswell Capital. HARC is accountable for ensuring compliance with the appropriate risk parameters set forth and also to enforce action in case these guidelines are breached as set forth by Hartswell Capital. Portfolio Manager – MP – 1 manager makes certain the system adheres to the investment strategies and stop loss levels of positions taken by the algorithm. The Portfolio Manager for the MP – 1 is individually accountable for ensuring the implementation of their principal strategies within their parameters as deemed necessary by the Hartswell Capital Risk Committee. Research Strategist – Detailed risk analysis, monthly review of performance with Managing Members. The Research Strategists analyze the overall function of the portfolio, risk absorptions and other fundamental and technical factors given the market setting employing an extensive series of analytical and quantitative methodologies.