CNV's Adaptive Alpha Strategy contains two models: The Breakout Alpha Model and The Mean Reversion Alpha Model.  The Adaptive Alpha Strategy specializes in low and high volatility, proprietary, short term futures trading strategies applicable to all markets. We only trade the most liquid assets from the following asset classes:  Equity Index Futures, FX Futures, Interest Rate Futures, Energy Futures, Metals Futures and Agricultural Futures.

The Breakout Alpha Model

The Mean Reversion Alpha Model

A proprietary, short-term (2 to 10 trading day hold-time) futures trading strategy applicable to all markets. The strategy seeks to minimize risk by trading assets that experience a statistically significant drop in volatility thereby capitalizing on an asymmetry in risk/reward which consistently arises in all assets due to the cyclical nature of volatility.

 

100% systematic approach

 

We strive for low to negative correlations with long-term trend following strategies as well as other major asset classes such as equities, debt securities, real estate and precious metals.

 

This Model has been traded in real-time since 2006.

The high volatility countertrend model is a 100% systematic, proprietary, short-term (2 to 10 trading day hold-time) futures trading strategy applicable to all markets.

 

We strive for low to negative correlations with long-term trend following strategies as well as other major asset classes such as equities, debt securities, real estate and precious metals.

 

Low to negative correlations to the Breakout Alpha Model.

 

This model has been tested on over 50,000 historical points prior to being traded in real-time in October, 2015.

© 2016 CNV Capital Management, LLC

THE RISK OF LOSS IN TRADING COMMODITIES CAN BE SUBSTANTIAL. YOU SHOULD, THEREFORE, CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN COMMODITY TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.