DeltaHedge

(DH Boote)

Fund Investment Objectives

The BOOTE PROGRAM seeks to generate absolute returns by investing in a portfolio of automatic trading strategies. This managed futures program is focused on an intraday time frame. The funding idea is to mitigate high volatility typical of intraday trading with fixed risk money management. The program strategies produce signals on the following futures contracts: FTSE, MIB, NASDAQ, S&P 400 Midcap, S&P 500, GBP/USD, EUR/USD, AUD/USD, SWF/USD, JPY/USD, Gold, Natural Gas, Copper, Crude Oil, Gasoline, and Heating Oil.