Strat Asset Management, CTA

US Trend Following Conservative Diversified Portfolio

The strategy relies primarily on a systematic technical trading algorithm that utilizes quantitative analysis of pricing data to identify and exploit long-term price movements in the commodity markets while keeping risk to a minimum. All US based commodity markets, (except indexes) are traded in this portfolio.

Contact us for a full description, diclosure document and performance history.

Strat Asset Management, LLC, is an Illinois Limited Liability Company and registered with the United States Commodity Futures Trading Commission as a Commodity Trading Advisor and is a member of the National Futures Association.

Past performance does not guarantee future results.

 

Keith Fitschen's Day Trading Strategies & Aberration Strategy

Day Trader

Until recently, I’ve avoiding day-trading commodities. The slippage and commission incurred on day-trades ate up the profits you could make. And in the past, the only real viable candidate to day-trade was the S&P mini because its’ tremendous liquidity limited slippage to less than a point, even in pit trades. The electronic markets have eliminated the need to cross your fingers and hope for the best when placing a market order. The bid/ask spread on most commodities is a couple of ticks, in some, only one. These evolutions now make day-trading viable, and on most liquid commodities, not just the emini S&P. I’ve developed a family of day-trading strategies that use the same market principal to try and capture profits on short-term trades. Using a number of time-frames, these strategies try to anticipate, early in the trading day, the trend for the day. Once determined, entry is made in the direction of the anticipated trend and money management is used to try and stay with the trade through the day. - Keith Fitschen

Aberration Strategy

Keith developed Aberration in 1986 and in 2000, noticed the commodity markets were becoming increasingly volatile and Aberration needed a face-lift to cope with the changing environment. The original Aberration system was augmented with new rules to fine tune the signals generated by Aberration. The result is The Aberration Strategy. This system trades a basket of 60 world wide commodities with the ability to design custom portfolios based on the clients requirements.

For information on either of Keith's systems, including leasing and purschase fees, please contact us at 312.893.5095 or info@arccapitalmanagement.com.

Past performance does not guarantee future results.

Transactions in securities futures, commodity and index futures, options on futures and foreign exchange markets carry a high degree of risk. The amount of initial margin is small relative to the value of the futures contract or forex positions, meaning that transactions are heavily "leveraged". A relatively small market movement will have a proportionately larger impact on the funds you have deposited or will have to deposit: this may work against you as well as for you. You may sustain a total loss of initial margin funds and any additional funds deposited with the clearing firm to maintain your position. If the market moves against your position or margin levels are increased, you may be called upon to pay substantial additional funds on short notice to maintain your position. If you fail to comply with a request for additional funds within the time prescribed, your position may be liquidated at a loss and you will be liable for any resulting deficit.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk and no hypothetical trading record can completely account for the impact of financial risk in actual trading.