Blue Shield Macro Trading Program

the blue shield macro trading program is a futures and futures options managed account program. the program is diversified across macro futures markets (stock indexes, bonds, currencies, energy, and metals), is market neutral, is uncorrelated to the stock market, and caps each position’s exposure to statistical tail risk. the program uses a host of quantitative and statistical models and filters in a proprietary fashion to establish relative value option spread combinations with no net short option exposure. each trade is filtered based on the trend or choppiness of the market, is statistically analyzed to determine probability of success, is quantitatively measured to ascertain its loss ratio, and has predetermined profit and stop loss levels. in addition to establishing an absolute cap on statistical tail risk, the program uses round the clock stop loss orders designed to limit exposure on every position to not more than one percent of the portfolio’s nlv. the program’s objective aft