Orion Capital Advisors : Orion Beta Opportunity Strategy (Proprietary)

Summary

The Beta Opportunity Strategy pursues capital growth and absolute returns over time through a systematic macro approach. The program's main objectives are negatively correlated to the S&P 500 and deliver returns independent of market direction. The strategy is offered through separately managed accounts that produce daily transparency and liquidity.

Investment Strategy

The Beta Opportunity Strategy is systematic and is founded on Orion Capital's execution model connected to the movement in volatility and S&P pricing. Positions are determined using a combination of fundamental and technical analysis. Orion Capital's execution model takes into account several macro and technical factors to determine when a high probability trade is to be placed. The program will transact in E-Mini futures, Micro E-mini futures, VIX futures. The program seeks to deliver returns in high and low volatility environments. Trades are selected on multiple timeframes, trading around core positions. Trades are generally held between 3 and 80 days.

Risk Management

The program aggressively manages risk by frequently adding and subtracting risk around core long or short positions. Executing conditional exits according to the changing probabilities of each trade, closely monitoring margin to equity, and adhering to the rules of Orion's execution model. Predefined margin-to-equity models are managed for new positions and the overall portfolio to keep risk within downside volatility parameters with an average of 8% M/E. All positions are placed and monitored by Orion’s trading principals