Swing Futures Due Diligence Report-Public.pdf

Step 46System Survey and Details, based in , was formed in 2009. Since inception,primary business is to provide fully automated trading systems to institutional and retail clients. All systemsare computer programmed with specific rules for entry and exit signals.Copyright © 2009-2014. All rights reserved.Hi, my name is . I am the owner and system developer. I love creating profitable trading systems andsharing them! I want others to benefit from the expertise I have attained through years of trading systemdevelopment. I have been studying and trading the futures markets since 1997 and trading with fullyautomated mechanical systems since 2001.My formal education includes a Bachelor of Architectural Engineering from Oklahoma State University in 1992and a Master of Science in Structural Engineering from Arizona State University in 1999.I am an NFA (National Futures Association) member as Principal of an NFA registered CTA (Commodity TradingAdvisor), which manages all trading in the investor's futures account pursuant to a specified program. The CTAandare separate and distinct entities.is not a CTA and does not make trades in a customer's account, eachcustomer isresponsible for trading in their account.Strategy detailsEach of the system portfolios and strategies were developed with diversification in mind. There are a total often different strategies that focus primarily on three market categories, S&P 500 emini, Russell 2000 emini,and S&P 400 midcap emini which have large liquidity levels. We look at taking advantage of the smallinteraction between the counter-trend strategy of our swing strategies and the trend-following nature of ourintraday strategies. This means that we trade different asset types and normally do not perform in the samemanner. When we see that the returns on some asset types are declining, the returns on others weredeclining less, or indeed actually gaining. This diversification has obvious benefits: If poor performance in oneinvestment can be offset by better (or even good) performance in another, extreme losses in an overallportfolio will be rarer than otherwise, and the capital will grow more in the long run.Money managementCERTIFIEDhas three different portfolios that utilize many different strategies such as Swing Trading, DayTrading and Swing Reversion that trade various futures markets. The markets that we have put our focustowards are the Russell 2000, Emini S&P 500 and the Emini S&P MidCap 400. Each system is broken down bythe number of strategies that it trades, adding more diversification and protection from adverse movements inthe markets.Money Management is key when entering the market, which is why we have hand-picked the specific Indexmarkets to ensure portfolio diversification, and include a disciplined form of money-management by providing