Summary

Global Contrarian is a trend anticipation trading program. 100% futures based with daily liquidity. Mathematically attempts to recreate the concepts behind technical charting in a statistically robust way. By utilizing past price data, the program systematically identifies support and resistance for each security on a daily basis. The typical holding period is between 5 and 8 weeks. The program (contrary to trend followers) does not use moving averages or breakouts. It seeks to participate in trends early by buying as prices decline to estimated support levels and selling as prices increase toward estimated resistance levels. The other key feature of this program is that it uses a Bayesian based adaptive analytic approach. This methodology dynamically and systematically shifts asset weightings and parameter choices. The program’s exposure to an asset class can shift dramatically—depending on the asset class’s relative performance.