Commodity Trading Advisors
| COMMODITY TRADING ADVISOR | Fall River |
| TRADING PROGRAM | Global Strategies HL |
| MINIMUM ACCOUNT | $1,000,000 usd |
TRADING STRATEGY
Fall River’s Global Strategies HL Program attempts to distinguish between markets that are in long-term momentum moves and those that are not. Its algorithms also indicate when it is statistically appropriate to stand aside from markets that are not in long-term moves. When a market is determined to be in a suitable pattern for investment, the program trades aggressively with an intermediate-term system, and then, only in the direction of the long-term momentum. Fall River then adds its unique risk control algorithms to control risk. This includes a Market Correlation Overlay that was recently implemented in June of 2005. The Global Strategies HL program trades at approximately twice the leverage as the standard Global Strategies program.
TRADING STYLE: Systematic / diversified / trend-following
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