Conquest Capital Group LLC

(Conquest Macro)

Fund Investment Objectives

THE CONQUEST PROGRAM is a short term focused trading strategy invested in over 30 global foreign exchange, fixed income and commodity markets. The markets were selected to represent a geographically balanced portfolio across asset classes, with liquidity being the main focus. There is no optimization of markets or market weights. Position volatility is normalized across markets. The diversification of markets traded and the equal risk allocation to each one, contribute greatly to the stability of the trading results. Complementary and independent technical trading models are used to insure systematic, disciplined investment decisions. The distinct benefit of these systems is that their average monthly correlation is 0.26; this improves the risk-adjusted returns for the overall portfolio by reducing its volatility.