Global Sigma Group, LLC

(Global Sigma Plus)

Fund Investment Objectives

GLOBAL SIGMA GROUP, LLC currently focuses mainly on trading S&P 500 futures and futures options. The program seeks to profit from short term directional and volatility skew opportunities in the S&P 500. This strategy is model driven and typically long or short S&P 500 futures for directional trade and short options to collect the premium. Proprietary system checks market opportunities constantly and searches best risk reward trades in S&P500 futures and futures options