Lembros Commodity Advisors,

LLC (LCA 30)

Fund Investment Objectives

LCA 30 is a short term systematic trading approach in the commodities futures markets. We trade intraday commodities based on our proprietary algorithm that picks particular trading systems from a family of many systems. We statistically search for a quantitative trading method that might have an advantage for success in a particular trading session on a continuous basis. We also limit our risk per trade per contract plus commissions, fees and slippage. We operate with a certain level of value at risk (VAR). That means we have predetermined strict risk parameters for a trading session, month, and hence a year in place. Within the framework of our strong concentration on the risk management, our goal is to have uncorrelated returns not only both to classic assets such as stock and bond indices but also to alternative assets benchmarks such as CTA and hedge fund indices. Our goal is to maximize the probability of profit utilizing statistical, mathematical and probability models and takes advantage of the right hand side of fat tails in the returns distribution that are often present in the alternative assets universe.