Pure technical analysis strategy operating on highly liquid futures. It is primarily focusing on
equity indices, bonds and gold futures while occasionally also investing in other liquid
The past performance reported above has been achieved by the manager using the same risk adjusted strategy through different investment vehicles (proprietary trading and managed accounts) applying proforma fees of 2% management fee and 25%.
The strategy utilizes a combination of proprietary indicators diversifying risk per market as
well as per timeframe.
The timeframe is broken down to trade durations lasting from intraday over a few days to a
few weeks. The average holding period ranges from 2 -5 days seeking to reduce longer term
Additionally, market correlations are taken into account at all stages of the investment
process in order to further control risks.