Tucson Asset Management: Trend Following Trader
TAMI's Domestic 2X trading program is a fully-systematic trading system that seeks to benefit from intermediate-term moves in a broad basket of futures markets traded on US exchanges or otherwise denominated in US dollars. The program utilizes one model which is uniformly applied to all markets traded.The program's model utilizes a single entry method, although multiple risk-management exit strategies are used. The program is fully systematic, however TAMI's principals on occasion may elect to reduce positions in order to manage program risk. Position size in the markets traded is derived from TAMI's return and drawdown targets. The Domestic 2X program targets an average annual return of 30-50% with annual expected drawdowns of 20-30% and an occasional drawdown of 30-40%. This leverage is higher than many managed futures programs.