Dear Traders & Investors,
The Global Diversified strategy is exposed to a variety of asset classes:
Futures
Stocks
Options
Forex
The strategy is a combination of systematic strategies (70%) and discretionary trading ideas(30%).
The systematic part trades several of the most liquid exchange traded futures markets using different algorithms. Average holding period of about 3 days. The Global Diversified is traded with multiple strategies including mean reversion, volatility breakout, pattern recognition and momentum and tactical trend strategies. Each position has its own stop loss and the aim is to create a diversified portfolio with respect to sectors and strategies.Furthermore the discretionary part is completely technical based with pre-set targets and stops (avoiding holding on to losses for too long).
The strategy is still young, but has had a positive expectancy since inception (+17.5%). It’s sample size of 16 trades to date is still too small for concluding on any portfolio metric. However it is in line with back-testing results.
Past trading results are no guarantee of future results.
