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Trading
Description:
Global's trading style is completely technical and systematic.
Entries and exits are based on continuous computer analysis of
the markets and specific rules and parameters based on technical
analysis and price activity. The system is adaptive in nature
as it is constantly assessing market data.
The
Diversified Equity Program is traded based on extremely in-depth
computer analysis, obtained throughout the day, that combines
data from the cash markets with technical data to create a matrix
to determine trend change. Entries are confirmed from specific
support and resistance levels in the futures market based on specific
time frames. Some of the technical data utilized is information
such as Advance/Decline input; Uptick/Downtick input; volume and
numerous other input that is of a proprietary nature. The system
is adaptive in its nature in that it is constantly monitoring
market data and input from a number of technical areas.
The
Diversified Equity Program uses the same trade selection as outlined
in the Full S&P Day Trading Program and the Full S&P Swing
Program. The Program combines either 5 E-Mini contracts or one
Full S&P contract from the swing programs, and one Full S&P
contract fromthe day program. Although the risk of draw-downs
are inherent in any futures trading program, the Advisor has developed
the Diversified Equity Program in an attempt to reduce such draw-downs
and increase productivity. Generally, the system trades approximately
20 round turn trades per month on average.
Performance
Table
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Month
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2003
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2004
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January
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+6.52
*** ###
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-9.64
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February
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+13.42
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+6.90
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March
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-7.25
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April
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+4.10
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May
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+4.24
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June
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-17.25
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July
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+6.93
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August
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+21.96
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September
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-15.31
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October
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-11.96
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November
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+15.85
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December
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+0.58
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Year
to Date
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+13.99
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-3.41
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***
Accounts traded only a partial month beginning on the 17th of
January.
### The accounts were not charged an incentive fee due to a carryforward
loss from another program offered by the Advisor.
Commissions charged were approximately $10 per round turn trade.
Disclosure
Document Advisory
Agreement Account
Papers (Individual)
Account Papers
(Corporate) Initial
Trading Level Agreement
Wire
Instructions for Man Financial Accounts
Harris Trust and Savings Bank
ABA# 071000288
For the Account of Man Financial
Account # 3250131
Originator: Name on Bank Account
To Further Credit Customer Name and Account #
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