Profile FTC Futures Fund Dynamic

The dynamic Futures Fund of FTC

The FTC Futures Fund Dynamic trades in a broadly diversified universe of liquid futures contracts in all sectors (stock indices, fixed income, currencies, commodities).

The fund has a core allocation of short, medium and long term trend following systems allocated equally amongst the 4 sectors (equity, commodity, fixed income and currencies). Approximately 70 percent of the funds exposure is to trend following systems with an additional allocation to a number of non-correlated systems to offer extra diversification. Weighting of systems and markets are rule-based, as are entries, limits, stops and position sizes.

The objective is to provide the desirable features of trend following (positive correlation in uptrend cycles, negative correlation in downtrend cycles) with an emphasis on loss control and providing superior risk adjusted returns.

FTC’s diversified futures program’s track record dates back to December 1994. The US-Dollar denominated Dynamic trading system was developed for investors that seek a higher leverage compared to the original fund (FTC Futures Fund Classic) as well as US-Dollar exposure.

The most recently implemented multi-trend following systems were developed in 2004 and 2005 and replaced the single trend following approach that was used prior to April 2005

The non-correlated trading systems (development 2008-2009) include a short term model based on intraday data, and a model which produces alpha by mean reversion of calendar spreads and a model that combines short term mean reversion and momentum for Stock Index futures.