Summary

-Thuban is a diversified trend following system.  The portfolio is balanced, on average, between commodities (Grains, Metals, Energies) and financials (Bonds, Rates, Currencies, Stock Indexes).  All markets in the portfolio are traded using the same algorithm and all markets are given equal weight.  Thuban uses Close data to compute signals and enters and exits on the following day.  Thuban attempts to avoid what it considers noise and waits for opportunities to get in a move.  Once in a move, Thuban can take profits at predetermined profit objectives.  Results are net of fees (2/20).