The Investment strategies of the DOMINION SAPPHIRE Program are unique in their time orientation, market exposure, and in the underlying principles that drive the approach. Day to day trading is governed by proprietary trading models that seek to capture short-term price momentum that is either directional or mean reverting. The short term time horizon allows us to: react nimbly to changing market conditions and volatility; maintain a relatively low open trade exposure( both in margin and leverage); enter and exit the market at consistently different times than our peer group; and find opportunity during market conditions that hurt other strategies ( major trend reversals, sudden changes in interest rate policy, and downside volatility in global equity markets). The program currently trades a globally diversified portfolio of stock index, currency, interest rate, and commodity markets.
This report is directed to and intended exclusively for "Qualified Eligible Persons" as defined under CFTC Regulation 4.7 and does not attempt to disclose risk.