The Macrotheme TTF program is a Tactical Trend Following (TTF) program designed to capitalize on trends in derivative security prices across all asset classes (equity indices, Treasuries, currencies, and commodities), with a primary focus on the S&P500 e-mini contract.
Strategy
The program's trading strategy is based on observation that markets gradually price underlying fundamental information, which results in the formation of technical price trends. This gradual pricing process represents the market inefficiency that the program seeks to exploit.
The fundamental part of the program’s strategy involves analyzing underlying fundamental information to identify the fundamental themes and triggers that drive price trends.
The technical part of the program's strategy involves analyzing the technical price trends, consistent with the fundamental triggers, across all asset classes. The goal is to determine the most efficient way to implement and execute trade ideas based on the previously identified fundamental triggers, employing proprietary trend-following strategies.
The minimum investment and fees
The minimum investment is $300,000 (cash trading level, no notional funding).
Fees:
- 20% performance fee with the high watermark,
- 0% management fee.
The CTA program funding details
The Macrotheme TTF program is open only to Qualified Eligible Persons (QEP) as defined by CFTC Regulation 4.7.
Please request the CTA Advisory Agreement, and the Disclosure document (Reg 4.7), by submitting the form below, or contact us for more information.