The VARIO CAPITAL Strategy adopts a fundamental/macro-based systematic approach to trading short-term, directional exchange-traded futures. The investment universe includes seven of the worlds most liquid metal and energy markets. The philosophy is to capture both short-term price fluctuations and longer-term trends while imposing a strict risk management overlay. The program is designed to perform in all market conditions, including sideways price action. The strategy does not use options.
From May 2016, the VARIO strategy has traded with $4m of proprietary (non-client) capital.