Commodity Trading Advisors

TRADING STRATEGY
TCombine the TNT CT 500 strategy that utilizes a long/short approach to the S&P 500 e-mini futures contracts and S&P options, coupled with the S&P Diversified Trends Indicator (a long/short methodology of both physical commodity and financial futures contracts). TNT will also implement their core option premium methodology by selling covered put and call options on the majority of S&P DTI components – collecting and exploiting the time decay aspect of option premiums. The Trading Advisor will trade in accordance with its T.N.T. CT 500 Trading System (CT 500), which trades primarily in stock index futures contracts and options thereon, including, but not limited to, the e-mini and the full S&P 500 Stock Index. A portion of the assets will also be managed by the Trading Advisor with the objective to replicate the movements of the Standard & Poor’s Diversified Trends Indicator (the S&P DTI) by buying and selling the futures contracts that compose the S&P DTI in the same proportions as the indicator. The S&P DTI follows a quantitative methodology to track prices of a diversified portfolio of 24 commodity and financial futures contracts. The objective is to create an investment vehicle with a diverse series of market exposures to the domestic stock market, currency markets and physical commodities with the potential to produce consistent positive returns over intermediate and long-term investment horizons.

TRADING STYLE: Systematic / diversified / indices