Strategy

Kronos Management’s discretionary long/short managed futures programs rely on the understanding of fundamental drivers of commodity cycles and their asymmetrical risk profile to generate absolute return. Macro fundamental research and trend following are the bedrock of the strategy. Technical inputs complement the program by momentum and entry/exit point analysis.

Based on the belief that simplicity is the antidote to complexity, the program evaluates trade opportunities using a few robust variables including supply/demand fundamentals, macroeconomic conditions, prevailing bias, technical analysis, and special events. Trade horizons are typically short to medium term (3 to 30 days), directional in nature, with asymmetrical reward-to-risk ratio providing the basis of the trade.

Program emphasizes the flexibility to adjust to changing market conditions and the ability to generate returns in target sectors.

Methodology: Fundamental-Discretionary, Trend Following, Momentum

Sectors: Energy, Metals, Grains, Meats

Instruments: Futures, Options

Geographical Focus: USA


Disclaimer:

Although Kronos endeavors to mitigate risk factors, the inherent risk of loss is always present. Trading with Kronos bears the risk of loss, please refer to the Disclosure Document to understand the risks involved.