Orbits Venture, Inc.

Risk Sigma Program No. 2

Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%

Summary

“Risk Sigma” is a short term “mean reversion” trading program focused on S&P 500 Futures and Options. It has average 5~10 days holding period. Shorter trading time frame and higher turnover seeks to reduce program volatility exposure and draw downs.

Our strategy is generated by rigorous mathematical and quantitative models without having doctrinaire perspective favoring any prescribed textbook investing or trading methodology. Following the ebb and flow of market actions, we not only look at absolute returns but also focus on risk adjusted returns.

“Risk Sigma” is available through managed accounts and offers daily transparency. We trade liquid product and can offer weekly liquidity. The program’s goal is to maintain a Sharpe Ratio of high 2. The design of “Risk Sigma” is not keyed or correlated with other major indices such as S&P500, and thus offers great diversification value to investors.