Gladius Asset Management

(Fulham)

Fund Investment Objectives

GLADIUS ASSET MANAGEMENT, LLC - FULHAM PROGRAM is a momentum based long-term trend following program which utilizes robust trading signals in an attempt to identify and profit from asymmetrical risk-reward opportunities. The program applies a Tactical Sector Allocation (TSA) algorithm to dynamically allocate risk capital across the 7 major market sectors traded, as well as across individual markets within each sector. In applying additional processes, partial profits may be taken as winning trades develop, simultaneously reducing risk into increasingly volatile markets while also allowing profits to run in an effort to create as close to risk-less transactions as possible in order to secure capital appreciation with minimal draw-down periods.