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BLACKTHORNE CAPITAL, INC.
Lucida Combined Index |
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- CTA Name : Blackthorne Capital, Inc.
- Program Name : Lucida Combined Index
- Start Date : 1999-09-01
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- Trading Strategy
- Systematic : -
- Discretionary : 20%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Blackthorne Capital, Inc.
Lucida Combined Index
There is no performance data for this program
Program Description: The Lucida Combined Index program currently trades the E*Mini Nasdaq 100 and the E*Mini S&P 500 futures contracts, both listed at the Chicago Mercantile Exchange (CME). These futures are weighted within the portfolio for relative volatility. Other financial futures may be added to the program at any time. Further, the weight assigned to an individual commodity interest or an entire complex may change if the market conditions warrant. The advisor utilizes a 100% systematic approach designed to emulate the characteristics of a disciplined expert discretionary trader in its management of client accounts. The Advisor's family of systems, the Lucida systems, feature the logic of classical physics applied to the Nasdaq 100 Cash Index and the S&P 500 Cash Index. Trading signals are then generated for and executed for in the most active CME E*Mini Index futures contract. The Lucida system is designed to keep overnight exposure to a minimum -- more than half of all positions are exited by the close of pit trading at the CME.
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