Commodity Trading Advisors
| COMMODITY TRADING ADVISOR | Paskewitz |
| TRADING PROGRAM | Contrarian |
| MINIMUM ACCOUNT | $1,000,000 usd |
TRADING STRATEGY
The fully-systematic contrarian program employs multiple models to forecast short and intermediate term tops and bottoms in the S&P 500 index, and then simultaneously generate trades, buying identified bottoms, and selling identified tops. This trading program targets net performance of 20% annually with volatility of 9%. It has an average holding period of about 7 trading days. It has extremely high liquidity due to the high daily trading volume of the S&P 500 futures, and estimated capacity of $1 billion.
TRADING STYLE: Systematic / contrarian / indices / medium term
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