Gregory P Asset Management LLC

Mini Chameleon Strategy

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

Summary

The Mini Chameleon is a total return investment strategy, which invests in numerous micro and mini futures contracts across all market sectors. It is primarily and intraday strategy, but can also have swing positions and combine long/short strategies. The diverse strategy seeks to generate alpha while minimizing beta, with strong consideration of price differentials attributable to volatility. Approximately fifteen sub-strategies exhibiting low correlation make up the Mini Chameleon Strategy. The sub-strategies track futures markets during regular and off trading hours to identify opportunities for alpha. The system was designed with an annual volatility goal or target of 15-20%. The Mini Chameleon Strategy accepts accounts with a minimum of $100,000 to trade the program