Acclivity Program

CountyCork_Acclivity_Program

Managed by County Cork, The Acclivity Program is a diversified managed futures approach which trades an evolving portfolio of quantitative strategies. By applying rules based investment strategies the Acclivity Program has the ability to capture both up and down price trends in global futures markets, allowing the program to capitalize on and navigate a broad range of market environments.
The Acclivity Program offers diversification benefits by exhibiting no or low correlation with popular equity and fixed income indices such as the S&P 500 Index or Barclays Capital U.S. Aggregate Bond Index. Innovation is critical for ensuring a managed futures strategy can continue to deliver, and our research has allowed us to adapt our trading systems over time to changes in market conditions.

Investment Strategy

The Acclivity Program’s objective is to achieve stable portfolio growth with controlled volatility, high risk adjusted returns, and reasonable drawdowns regardless of the economic or market environment. This is achieved through a long and short strategy comprised of a multitude of component models.

The Acclivity program uses a long and short positioning approach determined by a multitude of unique component models developed using data analysis techniques which utilize predictive analytics to assist in model building. Technical analysis factors include long and short term trend following, momentum, price, pattern, oscillator, and mean reversion signals.
Component models:
• Operate independently from one another
• Exploit a market niche
• Are independently viable (with each model exhibiting its own edge)
Component models are aggregated to establish positions. Position sizing is determined by the number of models signaling a trading position.

Effective April 2020, this systematic approach has now been expanded to include a total of 20 futures products. Before April 2020, the Program traded from a long only perspective, but now trades both long and short. The original E Mini S&P, Ten Year Notes and the German Bund continue to be cornerstones of the expanded program, however we have also added foreign currency futures, grains, meats, gold and, natural gas to the mix.

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

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20211.48%-4.36%-0.46%-2.81%-0.15%0.13%-1.28%-0.17%-4.75%-3.35%-14.82%
20206.32%-6.19%-0.16%0.01%-0.84%0.73%0.72%-1.60%3.96%-0.47%-0.28%-0.32%1.40%
20193.21%-0.93%6.04%-1.04%1.27%7.78%3.05%2.81%0.38%-1.37%1.12%-3.27%20.16%
2018-1.00%3.37%2.84%-3.46%4.56%-2.02%0.84%2.23%-1.71%-4.33%0.78%-3.93%-2.31%
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%
20161.24%3.99%1.56%-2.82%1.80%8.38%0.80%-0.51%1.60%-5.12%-2.37%2.77%11.20%

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

 Manager

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.