CM Capital Markets Bolsa (NS

Selection CTA Fund)

Fund Investment Objectives

NS SELECTION CAPITRADE CTA FUND is an 100% automated exchange traded futures fund. It is based on statistical analysis, quantitative strategies, and an in-house designed platform, which allows control of the whole process in a totally automated way, avoiding the psychological factor in the decision making process. The model is prepared to invest in 8 main sectors of the economy (interest rates, grains, softs, global stocks, currencies, energies, meats, metals). A combination of strategies implemented in each market is what determines the specific position taken, depending on the characteristics of each strategy and the information supplied by the indicators those strategies use. Strategies are diversified amongst all the future markets the fund invests in and combined using two models: Trend-following (80%) + Mean Reversion (20%).