Program Executive Summary

Program Description

  • Trade Stock Index futures combining multiple unique yet simple trading strategies that exploit persistent stock market characteristics.
  • Inception of trading: March 2012.
  • Minimum account size: $100,000 USD (notional funding accepted)
  • Target performance: 20-25% annually.
  • Target volatility <20%.


Investment Strategy

 

Why Camkay

The Stock Indices Short-Term Program

The Stock Indices Short-Term Program attempts to take advantage of short-term inefficiencies in the stock index futures markets by using multiple independent intra-day and swing trading models. Trades are generated with proprietary computer generated signals. The average holding period for the swing trading models is five trading days, but can be as short as one day and as long as twenty days.

The intra-day strategies are primarily trend following in nature and utilize market volatility. The swing trading strategies are primarily counter-trend in nature, with some incorporating fundamental data as well. This combination of time frames and model types is designed with the intention of providing consistent returns during any market environment.

The Stock Indices Short-Term Program Markets Traded

For intraday trading, the program trades a maximum of 3 positions in the emini futures of the Russell 2000. For overnight (swing) trading, this program trades a maximum of 1 position each in the emini futures of the S&P 500, S&P MidCap and Russell 2000 thus providing exposure to all index baskets.

The Stock Indices Short-Term Program Risk Management

The manager adheres to a disciplined approach to risk control using pre-determined price stops. Stops are quantitatively determined and set before each trade is initiated, and every stop loss order is active during all exchange hours including the overnight session. Stops are strictly enforced in order to manage trade and portfolio drawdowns. It is important to note that a stop is an order that becomes executable once a set price has been reached and is then filled at the current market price. During fast markets it is possible that the fill may be worse than the stop price.

In addition, when perceived risk is higher than normal (due to heightened volatility, geopolitical events, etc.) the manager may close a trade early or avoid entering a trade during this period.



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Please read the following statement
The risk of loss in trading commodities can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. The high degree of leverage that is often obtainable in commodity trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains. In some cases, managed commodity accounts are subject to substantial charges for management and advisory fees. It may be necessary for those accounts that are subject to these charges to make substantial trading profits to avoid depletion or exhaustion of their assets.

The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the commodity trading advisor (“CTA”). The regulations of the commodity futures trading commission (“CFTC”) require that prospective clients of a CTA receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. This document is readily accessible at this site. This brief statement cannot disclose all of the risks and other significant aspects of the commodity markets. Therefore, you should proceed directly to the disclosure document and study it carefully to determine whether such trading is appropriate for you in light of your financial condition.

You are encouraged to request our disclosure document. You will not incur any additional charges by accessing the disclosure document. You may also request delivery of a hard copy of the disclosure document, which also will be provided to you at no cost. The CFTC has not passed upon the merits of participating in this trading program nor on the adequacy or accuracy of the disclosure document.  We are required to provide other disclosure statements to you before a commodity account may be opened for you. Please acknowledge your understanding of the above statement by clicking the button below. You may then continue to view the site.

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