Port City Capital’s Rugby Strategy is a flexible and durable S&P 500 and VIX options on futures program that pinpoints volatility and long-term opportunities to enhance returns and protect portfolios.
KEY STRATEGY ADVANTAGES
The fund monitors 10 to 200 day moving averages for both the S&P 500 and the VIX indices, spread option trades are initiated at strike prices outside of forecasted ranges identified using proprietary modeling methods.
• The fund aims to jump on long-term profitable trends, exit quickly from non-performing positions and patiently await the next opportunity.
• Strategy is aimed at maintaining low volatility.
• Depending upon market conditions, positions are held for weeks to months.
WHAT WE BRING
Modern Techniques, Practical Thinking
The fund bundles modern trend-following techniques with practical, experienced decision making.
Port City’s principals are fully aligned with our clients. Our fee structure ensures that the CTA only profits if customers do, always keeping our efforts in perfect alignment.
Carefully chosen long-term positions allow for potential winning trades to run with less effort and more potential returns.