Global Tactical Trend Program (GTTP)
Executive Summary
The GLOBAL TACTICAL TREND PROGRAM (GTTP) is a systematic managed futures program. It uses the concepts of risk parity in forming a dynamically balanced core portfolio with an asymmetric tactical approach to absolute exposure where long and short positions are systematically approached differently. The objective of the program is to benefit from the long-term positive expectations of a balanced asset portfolio while also having the ability to capture negative capital flows in risk-off environments. The program can be long, short or flat any individual component or sector at any time. GTTP targets a long-term annualized volatility of less than 10%, while having an average margin-to-equity ratio of approximately 7% (with an anticipated maximum ME of roughly 10%). The program takes positions only in the most liquid exchange traded futures contracts covering Asia, Europe, and the USA. Exposure is diversified between stock indices, bonds, interest rates, currencies, energies, and metals. Kevin Doyle is the creator and portfolio manager of the Global Tactical Trend Program (GTTP), and a Principal of Katonah EvE LLC.
Mr. Doyle has over 30 years of financial industry experience covering trading, money management and system and portfolio development and implementation. Starting his career with Cargill on the floor of the London International Financial Futures Exchange (LIFFE), Mr. Doyle has had long tenures working for Trout Trading Management Company, Bermuda, in strategy development and implementation, and Crabel Capital Management Company as a Senior Portfolio Manager, developing and managing short and long-term trading systems and portfolios.
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Disclaimer Info
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
The programs listed here are a sub-set of the full list of programs able to be accessed by subscribing to the database and reflect programs we currently work with and/or are more familiar with.
Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.
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