Wizard Trading Inc.

Systematic Program

Minimum Investment
Management Fee 1.00%
Performance Fee 20.00%


The Wizard Global Systematic Program commenced trading in May 2008 as a Proprietary Account. This program employs computer assisted trading strategies based principally on technical analysis. Technical analysis uses internal market data (e.g., price, volume, open interest, sentiment) to determine price trends. No discretionary intervention has been utilized although Advisor does reserve the right to utilize its discretion in extraordinary circumstances. The program uses a wide spectrum of strategies including trend following, countertrend, and pattern recognition approaches developed and streamlined over many years of research. Additionally, this program incorporates a volatility adjusted portfolio allocation method developed initially by Louis Lukac and Jack Schwager. The program attempts to optimize position size on a daily basis based on the relative volatility of multiple market sectors across previous time period.

Market sector allocations are based on several criteria, including historical profitability, sector balance, and liquidity.