American Companies LLC

Macro Diversified Absolute Commodity Program (MACDAC)

Year-to-Date
N/A
Minimum Investment
150,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 16.77%
Sharpe (RFR=1%) -1.21
CAROR
Assets 73,610
Worst Drawdown -31.39
S&P Correlation -0.52

Summary

Our program provides the model for a strictly technical based longer term trading vehicle in seven major commodities markets. We trade small positions, either long or short, (absolute return) in the Indices, Metals, Currencies, Financials, Softs, Grains, and Energy markets as directed by our studies. A basic premise of the program is to stay diversified as much as possible by being long or short in some or all of the seven markets simultaneously. Instruments followed will be S&P-DOW Indices, Silver-Gold-Copper, 10 Yr-30 yr Bond, Corn-Soybeans, Euro-Aussie-Canadian/$, Sugar, and Crude.

Due to the macro nature of the program, there will, however, be some months without trades or positions in any markets, and some months with trades and positions in all seven markets. Unlike many other programs, MACDAC will take downside market positions on sell signals without hesitation, as down markets, on many occasions, have produced equal or better results than up markets. Our program utilizes the modern application of ancient Fibonacci studies to determine points of entry, initial stops, trailing stops and predetermined profit objectives. Signals generated by the program, for each market traded, are independent of each other as well as unaffected by fundamental analysis or events. Leverage is never used in this program.

The key to this type of long term trading is patience. Inter-monthly draw downs are common and patience is needed to hold positions until the fulfillment of normal market objectives. The client must exercise further discipline with a willingness to stay in cash over longer periods of time waiting for entry signals generated by the program.