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%.

 

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%.

 

:: 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.

 

:: 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. 

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