Summary

Worldwide is a fully systematic, multi-model trend following program that manages capital across a diversified portfolio of 25 exchange traded futures markets. Market sectors traded include interest rates, currencies, metals, energies, grains, meats and softs. The program employs 15 models which have a blended time frame focus of intermediate and long-term. The use of both aggressive and tactical components in the models lowers the correlation of Worldwide to other trend following systems. Each model consults a “Fuzzy-Logic Trend Filter” for permission to initiate positions and to take on market risk.