Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


Fully automated from hosted server in SAS70/SSAE16 compliant Tier III+ Chicago data center. Potential to perform in trending, range-bound and volatile markets. Short-term directional strategy with average holding period of 32 hours, minimum 30 minutes, maximum six days. Averages one trade per day. Trade level risk management with dynamic, volatility-based stop-losses. Strategy is not optimized and does not require periodic recalibration, though R&D is ongoing. Trades EUR, GBP, CHF (Traded CAD through Feb 2012). Note Trade Selection Algorithm (TSA) implemented June 2011 to target lower volatility and risk.