TRIAD FUTURES, LP is a quantitative, systematic, multistrategy managed futures fund. Triad trades most major liquid futures contracts at global exchanges. Triad uses computers to monitor markets for profitable trading opportunities that have been known to repeat themselves. Triad seeks to capitalize on these opportunities using trending, counter trend, and mean reversion models. Triad has four separate systems that have multiple models. Each system has different logic. Triad uses portfolio logic for risk, trade weight, and trade capture. In addition to portfolio risk limits, each system has its own risk parameters. Triad's models trade internally with each other; passing trades from one model to another. These models are based on heavily researched and well documented market phenomenon and have been tested and traded successfully. Triad's experienced traders check every order that is entered by a computer. The traders enhance returns by executing many of the trades manually. The program was developed over 20 years ago by a brilliant statistician and computer scientist duo who continue to run the Fund's research department today. The fund has consistently produced positive returns in various market environments and is non correlated to other asset classes. It performs particularly well when equity markets suffer large drawdowns.