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Mobius Asset Management
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Access This Page Directly:
http://mobius.altavra.com
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Program Descriptions
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Custom Trading Program
The Mobius Asset Management Custom Trading Program
trades a select sector of financial and commodity
instruments. The primary objective of the trading
program is to deliver to clients attractive rates of
return while adhering to prudent risk management
procedures. The Program was developed with a minimum
investment of $100,000 in order to give both
individual and institutional investors the
opportunity to invest in a professional and highly
disciplined non-traditional management area.
The
commodities currently traded are Gold, Silver,
Treasury Notes, Treasury Bonds, Stock Indices, Euro
Currency, Soybeans, Soybean Oil, Corn and Crude Oil.
The advisor reserves the right to add and delete
commodities when needed and without prior notice.
The
Program is technical in nature and entirely
systematic. The Program is designed to detect early
trend development using a blend of trend following
and counter trend systems. Each commodity traded
within the Program has its own unique trading
parameters. These parameters measure the volatility
of each generated trading signal and its overall
effect to the entire portfolio in regard to position
size and the ability to add to existing positions
when warranted. The trading Program employs a
proprietary risk management overlay that monitors
position size based on market volatility.
The
Program is committed to adhere to strict money
management techniques as an integral part of the
trading program. The proprietary risk management
utilizes pre-determined stop loss points, which
attempt to limit losses and protect gains. Each
commodity traded has specific entry and exit points
along with stop levels for existing positions. These
are updated daily. It should be noted that stop-loss
points are not guaranteed to limit loss to the
stop-loss point because, in part they are determined
by the Advisor’s evaluation of historical market
volatility and liquidity.
The
Program determines position size as a function of
both individual commodity volatility and total
portfolio volatility. As volatility increases,
position size will tend to decrease and when
volatility decreases, position size will increase.
The margin to equity ratio will be approximately
20-30%.
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Energy Trading Program
The Mobius Asset Management Energy Weighted Trading
Program is trend following and is based on several
systematic technical methodologies. Trading
decisions are driven by a proprietary multi-system
approach that seeks to capture changes in short term
and long-term price momentum. One of the
significances of the program is its capacity to
respond quickly to directional changes. The Program
was developed with a minimum investment of $300,000
in order to give both individual and institutional
investors the opportunity to invest in a
professional and highly disciplined non-traditional
trading approach. Additional funds can be added in
$300,000 increments.
The
commodities currently traded in the Energy Weighted
Program includes, Crude Oil, Heating Oil, Unleaded
Gasoline, Natural Gas, Gold, Treasury Bonds and
Treasury Notes. The advisor reserves the right to
add and delete commodities when needed and without
prior notice.
A
strict money management discipline is in place. The
Mobius risk management overlay utilizes
pre-determined stop loss points, which attempt to
limit losses and protect gains. Each commodity
traded has specific entry and exit points along with
stop levels for existing positions. These are
updated daily. It should be noted that stop-loss
points are not guaranteed to limit loss to the
stop-loss price because they are determined by the
Advisor’s evaluation of historical market volatility
and liquidity. The margin to equity ratio will be
approximately 25-30%.
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Management Information
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John
R. McLane
John R.
McLane is president and a principal of the Advisor.
He became registered with the CFTC on October 20,
1995. He has been a member of the NFA in that
capacity since that date. As of June 13,1997, Mr.
McLane transferred his registration as a sole
proprietorship CTA to associated person of Mobius
Asset Management Inc.
Mr.
McLane has been working in the commodity futures
industry since 1977, when he began his career with
Merrill Lynch as a futures broker in Rochester, New
York. From 1979 to 1984, he worked as a futures
specialist in the Rochester, New York office of
Prudential Securities. From 1984 to 1988, Mr. McLane
was employed as a futures specialist for E.F. Hutton
in Phoenix, Arizona. In December 1988, he joined
Dean Witter as a futures specialist in its Phoenix,
Arizona office. Mr. McLane moved to Prudential
Securities Inc.’s Phoenix office in May 1991, where
he continued to work as futures specialist until
July 1995, during which time he developed the
trading program described below. In July 1995, Mr.
McLane left Prudential Securities to form his sole
proprietorship CTA. Mr. McLane is currently
registered as an Associated Person, effective April
24, 2001, and a Branch Office Manager, effective May
1, 2001 for Peregrine Financial Group, Inc. Mr.
McLane was born in 1952 and is a 1974 Xavier
University graduate with a Bachelor of Arts degree
in Political Science.
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Howell S. Wynne
Howell
S. Wynne is the Vice-President and a principal of
the Advisor. Mr. Wynne became a principal of the
Advisor in April 1997. Mr. Wynne has been a self
employed investor and business consultant since
1998. Mr. Wynne has been active in the oil and gas
business along with several other businesses where
he holds majority interests.
Mr.
Wynne was registered as an Associated Person from
May 22,1990 until January 30, 1993 and listed as a
Principal from October 26, 1989 until January 30,
1993 of Deangelis Trading Corporation. Additionally,
Mr. Wynne was listed as a principal from July 28,
1988 until January 30,1993 and registered as an
Associated Person from July 28, 1988 until January
30, 1993 and a Branch Office Manager from October
16, 1991 until January 30, 1993 of Crown Capital
Management, Inc.
Mr.
Wynne was born in 1959 and is a 1981 graduate of
Vanderbilt University with a Bachelor of Arts degree
in Business Administration. Mr. Wynne resides and
works in Rancho Santa Fe, California.
The
descriptions above
are from the manager’s disclosure document.
THE
RISK OF LOSS IN TRADING FUTURES, OPTIONS AND
OFF-EXCHANGE FOREX
CAN BE SUBSTANTIAL. PAST RESULTS ARE NOT
NECESSARILY INDICATIVE OF FUTURE RESULTS. PLEASE READ THE
CTA'S RISK DISCLOSURE DOCUMENT CAREFULLY BEFORE
INVESTING MONEY.
Disclosure Statement
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