Marella Capital Corporation

Chief Guardian Bond Program

Year-to-Date
N/A
Minimum Investment
25,000
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 19.33%
Sharpe (RFR=1%) -0.31
CAROR -6.56%
Assets 537,674
Worst Drawdown -27.53
S&P Correlation -0.25

Summary

-The strategy is a long-term 30 year Treasury bond futures discretionary trading program based on a proprietary algorithm combining technical and fundamental indicators such as weighted numbers and moving averages. Mr. Marella combined and refined these indicators to build his signal in the 1980s. Modifications to the signal are implemented only when a fundamental change occurs affecting the makeup of Treasury market trading.