• Introduction
• Quest for Performance in a computers/algos dominated Trading Environment has pushed the Boundaries well beyond human logic and intelligence.
  
  Yet, the overcomplexity of many strategies and approaches often displays and experience failure when just one simple or unthought variable appears to have been underestimated or unnoticed.
  
  Simultaneously, traditional models and approaches that fail to account the technological and behavioural speed of change, become less efficient, relevant and performing.
  
  RB • The Range Breakout Strategies Blend, resets the balance between simple market behavioural psychology and energy and complex rules based computational and value adding power, by restoring Trading Edge through Complex Simplicity!
• 
  Strategy
• The Simplicity of the Range Breakout Strategies Blend is based on the principle that markets move in irregular waves that trigger specific energy balances and imbalances (no, not the Elliot waves …).
  
  The Complexity of the Range Breakout Strategies Blend consists into successfully riding these markets waves, capturing the most significant energy breakouts (Macro) while consistently taming and controlling the risk of the “jiggles” in between (Micro).
  
  Strategy • RB Macro
  The majority of today’s Markets liquidity/volume is provided by countless machine traded Quants and Algorithms.
  
  Many of these relate on some of the same value trigger variables.
  
  The RB • Range Breakout Strategies analyses and interprets the Markets from a Macro perspective while screening for the highest convergence of these values and setting fresh daily ranges for the most probable directional short-term triggers (trading energy balances and imbalances), long and short.
  
  Strategy • RB Micro
  Simultaneously two baskets consisting of a) Price Patterns analysis and b) Proprietary Technical analysis complete the Blend of Strategies, by adding the Micro perspective to the Fund’s equation.
  
  By doing so, Macro and Micro elements are blended in order to contribute to the Fund’s overall performance throughout the most diverse Market environments. While all Fund’s Strategies (baskets) have basically no correlation to any major Market Indexes, they correlate among each other up to only about 0.3. This translates into a smoother performance line and less volatility.
  
  The weight of the different Strategies baskets in the Fund might vary slightly although Macro is targeted with 50-60% and Micro with 40-50% (further split into two individual baskets).
• 
  Strategies Highlights
• Instruments currently traded (uncorrelated diversification):
  
  E-mini ES (S&P500)
  E-mini NQ (Nasdaq100)
  CL (Crude Oil)
  GC (Gold)
  
• Proprietary, dynamic Range analysis and Breakout balance/imbalance zones calculation and settings (Macro Strategy approach)
• Proprietary, technical and price pattern analysis, calculation and settings (Micro Strategy approach)
• Proprietary, automated (and supervised) execution program, including dynamic Trade Management and Risk Control optimizations
• Proprietary, automated dynamic Risk/Volatility equalization management
• Intraday and Intraweek trading execution (NO weekend Risk exposure!)
• Predefined maximal daily risk/reward (leverage) exposure
• Long-Short execution (can -does- perform in up as well as in down markets)
• Commissions and Slippage : are included in the performance statistics.