Investment Strategies & Performance
Aurora Futures Corporation
About the Program
The Aurora Diversified Futures Day Trading Program is a blend of systematic and discretionary investing styles. The program seeks to profit from trading in any futures contract that trades on a US futures exchange, regardless of direction of the trend. The program is designed to look for trend breakouts, which Aurora believes pose the highest risk/reward scenarios. When a point in the market is reached where a trend is likely to begin, a buy or sell order is then placed above or below the market to enter when the point of the anticipated breakout is reached. Once in a trade the overall goal is to quickly exit those positions that prove to be incorrect and maintain those that are profitable. The methodology is also designed with proprietary filters that prevent or limit trading when the risk is too great or the likelihood of choppy trading exists. The system is designed for sophisticated investors and may change from time to time as technical market factors and conditions warrant. Investors will be notified of any material changes to the program.
Contact info@wizardsfxfunds.com for more information
About the Manager
Aurora Futures Corporation is a Commodity Trading Advisor, registered with the Commodities and Futures Trading Commission and a member of the National Futures Association since 2004. David Seibel (B.S.-WPI, M.B.A.-Fordham) is the sole Principal of Aurora Futures Corp. The company has managed client trading accounts since 2005 with a strong track record of success. Prior to founding Aurora, Mr. Seibel work for various Fortune 500 companies managing Foreign Exchange Treasury operations. He took the skills and knowledge he gained in managing corporate FX exposure to the futures markets in 2004 and has successfully extending his trading systems to other futures markets in the years since.
Performance
|
| Month |
2007 |
2008 |
2009 |
| January |
3.61% |
5.01% |
0.29% |
| February |
2.01% |
5.22% |
-0.23% |
| March |
4.27% |
5.31% |
-1.04% |
| April |
2.66% |
-1.70% |
1.94% |
| May |
-1.08% |
4.09% |
0.50% |
| June |
-1.20% |
2.67% |
2.30% |
| July |
2.58% |
-0.73% |
|
| August |
2.09% |
1.32% |
|
| September |
3.49% |
2.87% |
|
| October |
3.62% |
-4.88% |
|
| November |
5.99% |
-3.59% |
|
| December |
3.45% |
2.53% |
|
| Annual Compound Return |
36.15% |
18.92% |
-0.89% |
Correlation of Returns
|
| S&P 500 |
0.19 |
| Barclays Bond Index |
0.07 |
| MSCI EAFE |
0.22 |
| Sharpe Ratio (Rf=2.0%) |
|
| |
0.53 |
Program Information
|
| Mgmt. Fee |
1% |
| Perf. Fee |
20% |
| FCM |
Vision |
| Acct. Min |
$100,000 |
Max. Draw: (8.47%)
Oct-08 to Nov-08 |
Contact info@wizardsfxfunds.com for more information