Auspice Energy Program

The Auspice Energy Program (AEP) is a new commodity program that is designed to profit from volatility and trends in the global energy markets. AEP targets annualized returns of 10-15% after fees and expenses. 

The strategy has a low correlation to traditional investments and additionally, a low correlation to Diversified CTA strategies (approx. 0.30). This strategy is extremely efficient in its allocation of capital resulting in a low margin to equity (average < 7%) and is therefore easily scalable.

AEP encompasses multiple trading methods derived from successful strategies employed by the principals over their careers as institutional energy traders (Shell Trading). The program trades multiple strategies in multiple timeframes and is indiscriminately long or short. The program is specifically targeted at the energy markets due to the profit potential that these volatile markets present.

The goal of the strategy is to provide superior risk adjusted returns by adapting to the market condition resulting in a greater efficiency in capturing and optimizing the trends in each individual market that is traded. Risk management is fully integrated into the systematic approach allowing the risk model to be employed consistently and adapt and re-size based on changes in volatility and risk.