Commodity Trading Advisors

TRADING STRATEGY
The TAMI Macro trading program is a fully systematic, intermediate- to long-term, diversified, trend-following program. Initially, diversification was derived solely from the portfolio of markets selected with a single trend following model being uniformly applied to all markets traded. In an effort to produce additional diversification, TAMI implemented complementary trading models alongside the initial macro model during the first quarter of 2004. Most, if not all, of the additional models will likely be trend following in nature but attempt to capture trends under multiple time frames. In cases where the portfolio constructed for two different models is identical, the resulting trading system will appear to be legging into or legging out of trades. TAMI will continue to utilize computer analyses to assist with both the market and model selections. While TAMI anticipates maintaining a diversified portfolio of 20-50 markets and 3-10 trading models, the markets traded and the models utilized will change from time to time at the discretion of TAMI’s Principals. On occasion, TAMI may also elect to modify positions in order to manage program risk.

TRADING STYLE: Systematic / diversified / medium to long term / trend following