Swiss Managed Futures

Equity Index Gap Trade II

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 10.33%
Sharpe (RFR=1%) 0.47
CAROR
Assets $400,000
Worst Drawdown -7.45
S&P Correlation -0.26

Summary

This Program is an advanced Gap Trading System that trades across multiple Index Future markets in Europe and the US. The robots calculate the probability of todays opening price reverting to the previous days close, and trade that probability intraday long and short. This is behavioural investing at its most pure.