Acclivity Program


Managed by County Cork, the Acclivity Program is a systematic managed futures long-only strategy trading US 10yr Interest Rate Futures, Euro Bund Futures, and E-Mini S&P 500 Futures. Trading signals are based on classical technical analysis, and combines both long and short-term trend following, momentum, price pattern, oscillator, and mean reversion. The Acclivity Program is a blending of unique systems, which think independently of one another, in an effort to reduce volatility and enhance performance. Returns exhibit low or no correlation with the S&P 500 Index, offering excellent diversification benefits.

Investment Strategy

The Acclivity Program’s objective is to achieve stable growth, combining strong risk-adjusted returns, controlled volatility, and reasonable drawdowns regardless of the economic or market environment. This is achieved through a long-only “system of systems” comprised of 36 component models that think independently of one another to exploit their market niche trading US 10yr Interest Rate Futures, Euro Bund Futures, and E-mini S&P 500 Futures.

  • Each model is independently viable, exhibiting its own edge.
  • Models are combined to form “buckets,” with a goal of reducing volatility and enhancing performance. Each bucket is comprised of 2 to 4 individual models
  • A bucket generates a trade signal when, and only when, all models within the bucket are aligned with each other. There are 16 total buckets in the portfolio.
  • Acclivity incorporates diversification amongst markets and diversification amongst strategies.

Proprietary Pro-Forma Returns From Inception (1/1/2016) to Present

20171.90%1.00%-2.70%2.10% 0.20%0.06%-0.22%3.72%-4.27%-0.18%0.27%-0.18%1.47%

Note: past performance is not indicative of future results

The performance set forth above is for a proprietary account maintained by a principal of County Cork traded pursuant to the County Cork Acclivity Program. The performance has been pro-forma adjusted for a 2% (annualized) monthly management fee and a 20% quarterly incentive fee that would have been charged to a customer account participating in the Program, as well as actual commission and transaction fees, ($2.50 / side) with profits not reinvested. County Cork has chosen to use performance of a proprietary account in this presentation as it has continuously operated since inception. (1/1/16)

Contact County Cork


The Acclivity Programs are managed by County Cork LLC through an exclusive licensing agreement with Acclivity Inc.  Acclivity Inc is a privately held corporation made up of experienced professionals from the trading and banking sectors.  The relationship was created to leverage County Cork’s operational platform and distribution capabilities while allowing Acclivity to focus on trade signal generation.  Acclivity representatives are available upon request to further discuss and explain the workings of the program.