The daily e-Mini Hedge fund trades a combination of 10 different algorithmic mechanical strategies. Some take little bites out of the market - others hang on for profit targets of up to 12 points. Each Strategy may trade between 1 and 4 contracts depending upon a proprietary algorithm's judgment on the probability that the strategy's next trade will be a winner or loser. This effective money/risk management technique results in significantly higher Average P/L per contract than is shown by C2's P/L Per Unit, which is designed to remove the affects of money management techniques. To calculate a worse case P/L per Average Contract, divide Cumu $ by 4 * Number of Trades.

The system assumes that you will be taking earnings out of your account on a monthly basis, and therefore does not increase or decrease the number of contracts traded based on account balance. All trades are based on using a fixed account size of $20,000.

After the first 62 calendar days of trading, the cumulative net profit is approximately 2.7 times the max drawdown. That means that after its deepest drawdown, the system was again at a new equity high in less than 1 month.

Each individual strategy has demonstrated on both live trading and historic back testing that, over time, it is likely to produce profit factors greater than 1.7. By combining the strategies into a single portfolio (hedge fund) we diversify our trades, and reduce the likely overall account drawdown while maximizing return on investment.

The system begins trading at 08:00 AM Chicago time and exits all trades on or before 3:15PM Chicago time. As many as 3 eMini S&P contracts AND 4 eMini NASDAQ contract positions may be opened in the morning, outside of normal day trading hours. Your account size should be sufficient to hand those non-daytrading margin requirements.

More information is available on www.dailyeminihedge.com