EDGE INVESTMENT MANAGEMENT's trading models are based on the finding that the price movement of financial and commodity markets is not totally random. It follows somewhat regular patterns. This is because the price movement reflects the human nature and emotions of investors which results in similar reactions under similar market conditions across various markets. By using a systematic and disciplined approach to follow through such regular patterns and invest in a well-diversified portfolio, the performance is usually more consistent than using a discretionary approach. Each strategy is designed to deal with a specific pattern or market condition, and which is independent and non-correlated to the others. These strategies can be categorized as, but not limited to; intra-day trend-following (which is different from the traditional long-term trend-following), counter trend, volatility expansion/contraction, and price pattern recognition. They are non-parametric and adaptive to different market volatility conditions. By combining and employing a set of non-correlated strategies (some are mutually exclusive while some are complementary to each other) in a single market, we have developed our robust proprietary trading models which are able to capture as many trading opportunities as possible while reducing the risk exposures. The Program invests only in the markets with high liquidity, including but not limited to stock indices futures in US markets (E-mini S&P 500, E-mini Nasdaq 100, E-mini Russell 2000, E-mini S&P Mid-cap 400), European markets (DAX, CAC40, FTSE 100, DJ Euro Stoxx 50), Asian markets (Nikkei 225, KOSPI, MSCI Taiwan, HSI, HSCEI); currencies futures (EUR, GBP); energies futures (Crude Oil, Natural Gas); metals futures (Gold, Silver). Markets in the same time zone tend to be more correlated to each other. Thus, the portfolio under management is not only diversified by strategies, markets and asset classes, but also by time zones, which may reduce the risk exposure to certain contingency events (e.g. system failure, internet connection problems, political incidents) as well. Being a day-trading program, all positions are exited before the end of day to eliminate any overnight risk. This is an edge that allows the Program to manage the portfolio more aggressively with a higher margin/equity ratio. The Program is a systematic and mechanical trading model. The execution of the trading strategies, trade allocation and risk management are fully automated by the system with cutting-edge technologies. The system will be overridden only in certain extraordinary circumstances that rarely happen. However, discretion plays a role in the evolution of the trading system over time as the Advisor seeks improvements to the trading strategy. Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.