Summary

The Acclivity Program is a diversified managed futures approach which trades an evolving portfolio of quantitative strategies. By applying rules based investment strategies the Acclivity Program has the ability to capture both up and down price trends in global futures markets, allowing the program to capitalize on and navigate a broad range of market environments. The Acclivity Program offers diversification benefits by exhibiting no or low correlation with popular equity and fixed income indices such as the S&P 500 Index or Barclays Capital U.S. Aggregate Bond Index. Innovation is critical for ensuring a managed futures strategy can continue to deliver, and our research has allowed us to adapt our trading systems over time to changes in market conditions.