ROE Capital Management | Managed Futures Investment Performance

Managed Futures Programs

Managed futures programs are intended to offer capital growth and portfolio diversification from traditional asset classes, like stocks and bonds. ROE Capital manages its client assets using several proprietary trading models which trade equity index futures markets. These trading models are the product of ROE Capital Management's financial market research.

Clients of ROE Capital Management open accounts with a futures broker and select one or more of our managed futures programs in which to participate. Unlike hedge fund or private equity fund investments, client assets are held by the broker in segregated accounts in the client's name. This means that client assets are held separate from both the broker's assets and ROE Capital's assets. Clients are able to monitor the trading on a daily basis via broker generated account statements.

ROE Capital Management presently offers participation in the following managed futures programs (please select a tab below):

Monticello Equity Spreads Portfolio

Monticello Equity Spreads Portfolio | View Performance
The Monticello Equity Spreads Portfolio is a managed futures program which trades according to a principle of equity futures markets, one which has been tested over many years. This principle has been distilled into several complimentary algorithmic trading models which are primarily "contrarian" in nature, which is to say they analyze markets for key points of momentum exhaustion. The goal is to profit from short term trades capitalizing on the price movement from this exhaustion.

90% of the trades executed in this program are done so automatically with no human intervention, except in the management of the execution itself. This is done so that its performance is dispassionate, not subject to the oscillating emotions of the Advisor trading it. Human intervention does occur, especially around the release of economic data which may introduce price volatility in the market, but intervention is kept to a minimum.

The "spreads" traded in the portfolio are weighted spreads of the E-mini S&P 500 futures over the E-mini NASDAQ futures. The system takes a long or short position in the E-mini S&P 500 futures and takes the opposite position in the E-mini NASDAQ futures. The opposite leg of this trade is initiated to reduce the directional bias of the portfolio's position and thereby reduce its exposure to extreme price movements. Although these equity markets are strongly correlated to one another, their correlation is not exact. The resulting variance in equity streams adds a component of diversification to the portfolio. Intraday the trading models "leg out" of these spreads according to predetermined profit targets or stop losses.

This program requires $100,000 to trade, but is available to trade "notionally" funded with less capital on deposit. Please review our disclosure document for details.

Jefferson Index Program

Jefferson Index Program | View Performance
The Jefferson Index Program of the Advisor trades only the most aggressive systems from the Monticello Equity Spreads Portfolio in the E-mini S&P 500 futures market only. Using the same signal, these systems will take a long or short position in the E-mini S&P 500 market. Unlike the Monticello Equity Spread Portfolio, no spread position is taken leaving its position 100% biased in the direction of the system’s signal.

This program generally requires $50,000 to trade, but is available to trade "notionally" funded with less capital on deposit. Please review our disclosure document for details.

An investment with ROE Capital Management is speculative, involves a high degree of risk, and is designed only for sophisticated investors who are able to bear the loss of more than their entire investment. Read and examine the disclosure document before seeking ROE Capital Management's services.

Past performance is not necessarily indicative of future results.