Summary

The system uses a disciplined, multidimensional technical strategy to a diversified group of markets. The strategy is based on multiple, independent and parallel, trend-following systems with a discretionary overlay. Each trading system is designed and validated to extract different market behaviors on different time horizons (frequencies) for a particular market. Fundamental and economic analyses of varying degrees are utilized. Within the parameters of multiple frequencies, the trading methodology combines systematic, disciplined trading criteria, which are unique to each market, with well-defined, responsible risk management procedures.