NovoDyn Advisors LLC

NDC Mean Reversion FT - A (Extended Markets)

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


Description of the Trading System.
NDC Mean Reversion FT applies Fourier Transform signal processing to multiple US futures contracts. The strategy’s technology identifies short term price waves. NDC utilizes transforms to resolve the amplitude and frequency of these waves, removing white noise (random walk). Mean reversion and inverse mean reversion are employed. Mean reversion is a theory by which prices at amplitude crests and troughs tend to revert to the wave’s mean. Positions are of short duration (average 2 days). The strategy supports a very low margin to nominal funding ratio (target average 8%, target maximum 16%). The program attempts to achieve its objective and portfolio diversification through the speculative trading of U.S. regulated futures contracts. By diversifying across a wide array of markets, NDA attempts to diminish the importance of any one position in the portfolio. Entry and exit decisions are program controlled and automated.

NDC Mean Reversion FT – A (Extended Markets) Program Strategy:
is designed to provide additional diversification for nominal funding increments of approximately $200,000. The program employs the same algorithm as NDC Mean Reversion FT – A Program, but tracks different markets. The nominal higher funding increment enables participation in markets with higher margin requirements. Markets tracked include Energies, Currencies, Metals (typically Gold), and Agriculture (typically Soybeans). During periods in which the algorithm cannot resolve a sufficient number of markets, other markets may be employed. There is no assurance the Extended Markets program returns will correlate to the NDC Mean Reversion FT – A program.