Romanesco Capital Management

(Persistence)

Fund Investment Objectives

ROMANESCO CAPITAL MANAGEMENT (PERSISTENCE PROGRAM) seeks to deliver strong risk-adjusted returns with a low correlation to traditional investments, hedge funds and CTAs. The Persistence Program employs multiple short-term trading systems in a diversified portfolio of liquid futures markets. The strategies have been developed to exploit repetitive patterns of short term price movements. Trades are held on average two days. Risk management is achieved through diversification and trading rules. Trading and execution is fully systematic and automated.