EFTA02019249.pdf

Pridemark Forex Strategy OVERVIEW: • Trades liquid spot forex pairs: EUR/USD, GBP/USD and CHF/USD (Euro, British Pound and Swiss Franc all vs. the US Dollar) • Short term directional strategy trading price swings generally from 1to 6 days in duration • Portfolio generates 1 trade per day on average • Average holding period of 32 hours • Fully systematic and algorithmic methodology with fully automated execution METHODOLOGY: • Algorithmic identification of price levels above and below the current market price that are likely near-term turning points • Systematic analysis of short term price action (30-60 minute intervals) to validate potential turning points and trigger an entry • Market and time-based trade management in place from the moment a position is entered RISK MANAGEMENT: • Proactive risk management Portfolio diversification across 3 distinct currency pairs reduces volatility Analyzing and trading each pair independently from the others Proprietary Trade Selection Algorithm that limits total exposure • Reactive risk management Trade level stop-losses are employed on every position Stop-loss levels adjust dynamically with price and volatility Tight risk management produces wins that average 1.8 times the losses PERFORMANCE: • 3:1 leverage targeting a 28% gross return on capital with <= 10% max drawdowns and Sharpe ratios of 2.0 • Performance not correlated to equity or bond markets and not dependent upon trends or volatility • 25 months of live performance validating 10 years of research EFTA_R1_00523737 EFTA02019249