Swiss Managed Futures

(Equity Index Gap Trade)

Fund Investment Objectives

EQUITY INDEX GAP TRADE: Gap trading is based upon a specialised mathematical model that relies upon a large historical database that is filtered to produce win rate and profit expectancies for each new trading session. Sixteen trading and risk management rules govern the execution of this program. No overnight positions are taken, and the system trades on average between three and eight times per calendar month. The average time in trade is 2.2 hours. Leverage levels are changeable according to client preferences and investment goals.