JKI is a systematic trend follower which blends statistical research and technical analysis of past price behavior with fundamental forecast. JKI forms a long term forecast of future price trends and then builds a systematic trading model to fit this forecast in an effort to achieve above average risk adjusted performance. When trading the programs, the Advisor does not attempt to trade all of the markets at all times, but rather looks for opportunities with the highest probability for a favorable outcome.
The Advisor intends to focus on trading the futures contracts in the following sections: stock indices, interest rates, metals, currencies, agricultural commodities, and energies. The trading program is applied in close to 50 domestic futures markets, however, the Advisor reserves the right to trade any liquid futures or options contracts, including foreign futures and options contracts traded on markets outside of the United States, which, in its sole discretion, the Advisor determines represents an attractive trading opportunity.
At any given time, the Advisor generally holds open positions in less than one third of all the markets traded. The Advisor's risk management algorithm is dynamic and initial risk per position may vary depending on many factors including current market exposure, recent price behavior, and other technical and statistical factors.