Summary

The Trend Fix Portfolio (TFP) a short-to-medium-term systematic trading program that trades a diversified portfolio of futures contracts. It is a long-short program and currently trades 16 of the most liquid futures contracts - spanning the currency, bonds, stock index and commodity sectors and in geographical locations around the world. The strategy is almost always invested in every market – being flat any particular contract less than 5% of the time. The strategy attempts to capture short-to-medium-term directional movement through a select combination of statistical and technical analysis that identifies market direction. TFP was designed as a pure trading strategy that is defter in nature and follows market action more closely. An intraday timeframe is employed for this purpose as this allows for improved agility in the marketplace. The program seeks to provide superior risk-adjusted returns whilst minimizing drawdowns.