JinZhiShang Pattern Recognition & AI Strategy 21 is a short-term diversified portfolio trading 13 markets selected from PMs proprietary algorithm. Strategy utilizes machine learning to dynamically analyze historical changes and patterns in the forward curve to identify and anticipate any trends, pivot points, strengths, weaknesses or potential inflection points. In addition PM overlays a momentum indicator which smooths the risk profile, limits trading in false breakouts or sideways markets, and confirms market directionality bias. The modeled risk/reward ratio is 4:1. Strategy targets a 10/15% annualized std dev with an average holding period of 7/10 days. The downside risk is managed by adjusting trade size based on a custom indicator of underlying volatility and 90 day rolling VAR.
*These materials are intended only for Qualified Eligible Participants as that term is defined by CFTC rule 4.7.
