SELECTED MANAGER LIST
We believe that the real value of managed futures is as a component of a portfolio. Therefore, we do not offer a large list of selected CTAs for selfservice
purposes. Instead, we offer a limited list of CTAs and programs as stand-alone investments.
Bluenose Capital Management, LLC currently offers 3, options based trading programs, two based on S&P 500 futures contracts and one utilizing options on oil futures contracts. Bluenose’s investment approach for all three programs is essentially the same. All three programs are options based and incorporate the same key elements; technical analysis, fundamental analysis risk and prudent money management strategies. Our programs all involve the sale of options, frequently but not always, the sale of positions known as strangles.
Boston & Zechiel Management’s approach to trading is quite similar to a surfer waiting to catch the next wave; we are patient for the cycles to line up in our favor before making a move. We use a repeatable, and thus profitable, annual price cycle to trade the equities market, while always utilizing put options for downside protection. Excitingly, we have begun research on the cycles within the annual cycle to further minimize risk and periodically bank profits.
We have a scalable product that would not experience performance decay if we were to trade a much larger account. The E-Mini S&P 500 futures have daily volume well over 1 million contracts. Our product would only require 8,500 contracts for a $500 million account. The liquidity of over 1 million contracts would allow us to invisibly buy/sell full positions within the needed day.
Camkay’s managed futures program is the result of research started in the mid 1990′s when Gary was looking for a method to grow his money during the construction industry’s downturns. He wanted something that was not dependent on increasing real estate prices, GDP growth, or a bullish stock market. By entering both bullish and bearish short term trades in the stock index futures, Camkay’s program has the potential to profit in any market environment. Please be advised that trading futures involves substantial risk of loss and is not suitable for all investors.
The Stock Indices Short-Term Program attempts to take advantage of short-term inefficiencies in the stock index futures markets by using multiple independent intra-day and swing trading models. Trades are generated with proprietary computer generated signals. The average holding period for the swing trading models is five trading days, but can be as short as one day and as long as twenty days. The intra-day strategies are primarily trend following in nature and utilize market volatility. The swing trading strategies are primarily counter-trend in nature, with some incorporating fundamental data as well. This combination of time frames and model types is designed with the intention of providing consistent returns during any market environment.
Stock Indices Short-Term Program Performance Summary
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The overall goal of the Seasonal Spread and Option Strategy (“SSOS”) is to achieve account appreciation through the use of an exchange futures and options investment strategy. Generally trading will be done by combining futures and options spread positions. It focuses on seasonal tendencies using both technical and fundamental analysis. Positions may be held for as little as a day or for as long as nine months depending on market conditions. The strategy may trade in any futures market in which certain seasonal tendencies and/or characteristics can be readily identified.