Huygens Capital LLC

(Navigator)

Fund Investment Objectives

HUYGENS CAPITAL'S NAVIGATOR is a systematic directional investment strategy that is designed to anticipate periods of equity market stress using proprietary quantitative indicators. Client capital is invested long or short the highly-liquid nearest month Russell 2000 index futures contract based upon Navigator's bias decision, which is updated once each day. Navigator's proprietary indicators were developed from analysis of more than two decades of equity market and option market activity. Patterns in equity option prices have been shown to have significant ability to signal future equity price direction. The Navigator 100% systematic strategy is a dispassionate and data-driven method of choosing whether to have long or short exposure to equities.