Minimum Investment
$ 1,000,000
Management Fee 0.00%
Performance Fee 20.00%


Short term pattern recognition program that monitors daily price data compression and expansion characteristics to capture highly directional segments of market momentum. Positions are held on average 1 week (SHORT TERM HOLD) Trades deep liquid options and futures markets to enhance capacity, liquidity, and gain precision price execution. Markets traded thus far are crude oil, natural gas, euro, treasury bonds, treasury notes, SP 500, and gold. 20% currency, inter rates, metals, and stock indicies.