- Market Selection - Based on liquidity and diversification ◦Current portfolio – programs cull from 14 markets
- Market Allocation – Sectors and markets are equally weighted in terms of risk and measured by recent market volatility and price. ◦Risk management algorithms govern positions, market and sector exposure
- Markets Traded – US T-Bonds, 10 year notes, Euro Currency, Japanese Yen, Natural Gas, Crude Oil, Heating Oil, Silver, Cotton, Sugar, Soybeans, Corn, Russell 2000, S & P 500
