The STRUCTURED MARKETS trading program is 80% proprietary automated systems, 20% discretionary and 100% based on technical analysis. The automated systems are run across a portfolio of 20+ markets in varying timeframes. The standard technical analysis concepts are used within the systems - tests of highs and lows, pullbacks within a trend, breakouts from low volatility conditions, mean reversion etc. Beginning January 2011, the program was de-leveraged by 50%. Returns are based on a proprietary account. Client accounts will be traded in like fashion.
On August 2012 the performance data was revised due to the inclusion of Notional funding.