K4 Capital Management

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 337085
Program Past 12 Months Mar YTD CAROR WDD AUM Min Inv Visits
MVS Flex archived programs N/A - N/A $ 250k 3510
MVS Lite Program archived programs N/A 7.13 -6.03 $ 100k 5080
MVS Program archived programs N/A 15.33 -6.46 $ 100k 5726

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

CTA Introduction

MR. BARRY W. KOSORIS has been the President and sole principal of K2 Capital Management, LLC since July 2002 and is responsible for its operations. He developed the MVS investment system over most of that period. He began actual trading of the system in October of 2002. The development process consisted of creating statistical models, developing formulas to approximate the SPAN margin calculations, and combining the two to create a proprietary spreadsheet that generates trade parameters. Once that was in place, extensive (non-optimized) backtesting was done across several years and multiple futures to determine what the results would have been using historical data. The system does not trade any commodity unless a minimum 5-year back test has been completed and the results conform to system predictions. In January of 2004, after this extensive development, Mr. Kosoris registered the firm with CFTC and NFA as a CTA. He also became an NFA member at that time.

In May of 2007, Barry's son Steve joined K4 full time. With his years of MVS trading experience, Steve has been a valuable addition to the company. With the additional manpower, K4 was able to expand its business into a new area and in July 2007 launched its first private investment vehicle. The MVS Diversified Fund is the next step in the evolution of the MVS trading system.