Summary

-System Summary The Flag trading system analyzes market fluctuations using a highly non-linear state model paradigm. A proprietary evolutionary genetic algorithm is used to select, for each market, an optimal subset of all possible state models. The position in any given market on any given day is a function of the output of the models selected for that market, which utilize as inputs a relatively short time-span of that market's most recent history. The resulting process nevertheless tends to hold a given position (i.e., long or short) for months at a time. The Flagship system trades 56 different exchange traded commodity futures contacts executed only on organized exchanges, located around the globe. 10-YEAR US TREASURY NOTE 2-YEAR US TREASURY NOTES 5-YEAR US TREASURY NOTE ALL ORDINARIES INDEX AUSTRALIAN BOND (10 YEAR) AUSTRALIAN BOND (3 YEAR) AUSTRALIAN DOLLAR BRENT CRUDE OIL BRITISH POUND CAC 40 INDEX CANADIAN DOLLAR COCOA COFFEE COPPER CORN COTTON CRUDE OIL DAX INDEX DOW JONES INDEX MINNEAPOLIS WHEAT NASDAQ NATURAL GAS NIKKEI INDEX NY GOLD NY SILVER ORANGE JUICE S & P 500 SHORT STERLING SOYBEAN MEAL SOYBEAN OIL SOYBEANS SWISS FRANC TOPPIX INDEX UNLEADED GAS US TREASURY BOND WHEAT WORLD SUGAR EURIBOR EURO BOBL EURO BUND EURO CURRENCY EURO SCHATZ EURO STOXX EURODOLLAR FEEDER CATTLE FT-SE 100 INDEX GAS OIL HANG SENG INDEX HEATING OIL JAPANESE BOND (10 YEAR) JAPANESE YEN KANSAS CITY WHEAT LEAN HOGS LIVE CATTLE LONG GILT MEXICAN PESO