View PDF | View HTML IN REVIEW | August & September ROE Capital Performance I apologize for the lack of a September newsletter (reviewing August performance). I was traveling at the end of August and for much of September and was unable to produce one. The equity markets have been of two minds in 2010:

View PDF | View HTML IN REVIEW | July ROE Capital Performance After stumbling a little the first week of the month, both programs gained a solid footing and began a run toward their highs of the year. In the last week of the month, the surge over 1100 and subsequent profit-taking move in the

This post is redistributed from the original newsletter at Attain Capital Management (www.attaincapital.com).  To see the original material, please click here. Managed Futures Spotlight: Roe Capital Management Monticello Spreads Program By John Cummings We hear requests from clients and readers of our newsletter quite often to highlight a managed futures program which is doing something

View PDF | View HTML IN REVIEW | May & June 2010 Performance As I have noted before, losing money is the aspect of trading with which I am least comfortable.  Since the market began pricing in the European debt contagion in mid May, my systems have underperformed my expectations.  Perhaps it would be more

View PDF | View HTML IN REVIEW | April 2010 ROE Capital Management Performance & Drawdown Analysis After a 39.78% run up for our Monticello program and a 33.20% run up for our Jefferson program, we turned in our first negative month in over a year, losing -4.98% and -4.74% respectively.  April began as did

View PDF | View HTML IN REVIEW | March 2010 ROE Capital Management Performance Editor’s note:  I apologize for the lateness of this update.  I was traveling at the beginning of the month and unable to process the newsletter prior to the holiday. As US Equity markets drifted higher and volatility drifted lower in March

View PDF | View HTML IN REVIEW | January 2010 & the Month Ahead The hangover of the December holidays typically lingers a few weeks into the new year and 2010 was no exception.  Tight ranges in the S&P gave us very few trading setups early in the month. We spent a protracted amount of

View in PDF | View in HTML Dear Clients, Colleagues and Friends, The arrival of a new year affords us the opportunity to review the year which has passed and muse about the prospects of the year which has just begun.  In doing so, we hope to draw some substantive conclusions about where we have