Commodity Trading Advisors

TRADING STRATEGY
The targeted return volatility for the Aggressive Growth Program is 2% daily (or 32% annualized). FG’s investment technique consists of trading a portfolio of 130+ futures contracts on major commodity exchanges and forward markets worldwide, employing a totally computerized, systematic trading system. The programs track changes in market behavior, then diversify capital into multiple trading strategies and time-frames to take advantage of those changes. FG firmly believes that markets are dynamic and evolve over time, and so the strategy mix cannot be static. Resources are thus systematically re-allocated to markets and strategies which present superior reward/risk attributes over time. FG’s methodology has a powerful theoretical foundation that is based on the identification of hidden changes in market behavior. This sound theoretical foundation was necessary to ensure that the systems continue to adapt as market conditions evolve. One major result of FG’s research and development processes was the creation of a unique method of market analysis that has extremely broad applications to all types of financial instruments (both leveraged and unleveraged). The method is called Energetic State Analysis (ESA), and is used to objectively determine a market’s energetic state at every point in time. Market entry and exit is based on dynamic changes in state, rather than on pre-set price levels. ESA is not only a formidable pattern identification system, but also a strategy creation process. Strategies such as trend-following, counter-trend, momentum, mean-reversion, etc. may seem to have little in common, but each is a natural product of the ESA decomposition methodology.

TRADING STYLE: Systematic / diversified / multistrategy